ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 20-Mar-2008

Day Change Summary
	Previous	Current
	19-Mar-2008	20-Mar-2008	Change	Change %	Previous Week
Open	114-100	114-110	0-010	0.0%	114-080
High	114-100	114-110	0-010	0.0%	114-160
Low	114-100	114-110	0-010	0.0%	113-080
Close	114-100	114-110	0-010	0.0%	114-160
Range
ATR	0-137	0-128	-0-009	-6.6%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 20-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-110	114-110	114-110
R3	114-110	114-110	114-110
R2	114-110	114-110	114-110
R1	114-110	114-110	114-110	114-110
PP	114-110	114-110	114-110	114-110
S1	114-110	114-110	114-110	114-110
S2	114-110	114-110	114-110
S3	114-110	114-110	114-110
S4	114-110	114-110	114-110

Weekly Pivots for week ending 14-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-267	117-133	115-060
R3	116-187	116-053	114-270
R2	115-107	115-107	114-233
R1	114-293	114-293	114-197	115-040
PP	114-027	114-027	114-027	114-060
S1	113-213	113-213	114-123	113-280
S2	112-267	112-267	114-087
S3	111-187	112-133	114-050
S4	110-107	111-053	113-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	113-220	1-100	1.1%	0-000	0.0%	50%	False	False	2
10	115-000	113-080	1-240	1.5%	0-000	0.0%	63%	False	False	2
20	115-000	111-150	3-170	3.1%	0-000	0.0%	81%	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	114-110
2.618	114-110
1.618	114-110
1.000	114-110
0.618	114-110
HIGH	114-110
0.618	114-110
0.500	114-110
0.382	114-110
LOW	114-110
0.618	114-110
1.000	114-110
1.618	114-110
2.618	114-110
4.250	114-110

Fisher Pivots for day following 20-Mar-2008
Pivot	1 day	3 day
R1	114-110	114-210
PP	114-110	114-177
S1	114-110	114-143

Download as Excel Spreadsheet

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

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