ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 12-Mar-2008

Day Change Summary
	Previous	Current
	11-Mar-2008	12-Mar-2008	Change	Change %	Previous Week
Open	113-080	113-250	0-170	0.5%	113-300
High	113-080	113-250	0-170	0.5%	114-010
Low	113-080	113-250	0-170	0.5%	113-130
Close	113-080	113-250	0-170	0.5%	114-010
Range
ATR	0-122	0-126	0-003	2.8%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 12-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-250	113-250	113-250
R3	113-250	113-250	113-250
R2	113-250	113-250	113-250
R1	113-250	113-250	113-250	113-250
PP	113-250	113-250	113-250	113-250
S1	113-250	113-250	113-250	113-250
S2	113-250	113-250	113-250
S3	113-250	113-250	113-250
S4	113-250	113-250	113-250

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-223	115-157	114-120
R3	115-023	114-277	114-065
R2	114-143	114-143	114-047
R1	114-077	114-077	114-028	114-110
PP	113-263	113-263	113-263	113-280
S1	113-197	113-197	113-312	113-230
S2	113-063	113-063	113-293
S3	112-183	112-317	113-275
S4	111-303	112-117	113-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-080	113-080	1-000	0.9%	0-000	0.0%	53%	False	False	2
10	114-080	112-280	1-120	1.2%	0-000	0.0%	66%	False	False	2
20	114-080	111-150	2-250	2.4%	0-000	0.0%	83%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	113-250
2.618	113-250
1.618	113-250
1.000	113-250
0.618	113-250
HIGH	113-250
0.618	113-250
0.500	113-250
0.382	113-250
LOW	113-250
0.618	113-250
1.000	113-250
1.618	113-250
2.618	113-250
4.250	113-250

Fisher Pivots for day following 12-Mar-2008
Pivot	1 day	3 day
R1	113-250	113-247
PP	113-250	113-243
S1	113-250	113-240

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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