ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 24-Mar-2008

Day Change Summary
	Previous	Current
	20-Mar-2008	24-Mar-2008	Change	Change %	Previous Week
Open	114-110	113-040	-1-070	-1.1%	115-000
High	114-110	113-040	-1-070	-1.1%	115-000
Low	114-110	113-040	-1-070	-1.1%	114-100
Close	114-110	113-040	-1-070	-1.1%	114-110
Range
ATR	0-128	0-147	0-019	14.6%	0-000
Volume	2	2	0	0.0%	6

Daily Pivots for day following 24-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-040	113-040	113-040
R3	113-040	113-040	113-040
R2	113-040	113-040	113-040
R1	113-040	113-040	113-040	113-040
PP	113-040	113-040	113-040	113-040
S1	113-040	113-040	113-040	113-040
S2	113-040	113-040	113-040
S3	113-040	113-040	113-040
S4	113-040	113-040	113-040

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-197	116-053	114-231
R3	115-297	115-153	114-170
R2	115-077	115-077	114-150
R1	114-253	114-253	114-130	114-215
PP	114-177	114-177	114-177	114-158
S1	114-033	114-033	114-090	113-315
S2	113-277	113-277	114-070
S3	113-057	113-133	114-050
S4	112-157	112-233	113-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	113-040	1-280	1.7%	0-000	0.0%	0%	False	True	2
10	115-000	113-040	1-280	1.7%	0-000	0.0%	0%	False	True	2
20	115-000	111-240	3-080	2.9%	0-000	0.0%	42%	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	113-040
2.618	113-040
1.618	113-040
1.000	113-040
0.618	113-040
HIGH	113-040
0.618	113-040
0.500	113-040
0.382	113-040
LOW	113-040
0.618	113-040
1.000	113-040
1.618	113-040
2.618	113-040
4.250	113-040

Fisher Pivots for day following 24-Mar-2008
Pivot	1 day	3 day
R1	113-040	113-235
PP	113-040	113-170
S1	113-040	113-105

Download as Excel Spreadsheet

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

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