ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 26-Mar-2008

Day Change Summary
	Previous	Current
	25-Mar-2008	26-Mar-2008	Change	Change %	Previous Week
Open	113-010	113-100	0-090	0.2%	115-000
High	113-010	113-100	0-090	0.2%	115-000
Low	113-010	113-100	0-090	0.2%	114-100
Close	113-010	113-100	0-090	0.2%	114-110
Range
ATR	0-139	0-135	-0-003	-2.5%	0-000
Volume	2	2	0	0.0%	6

Daily Pivots for day following 26-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-100	113-100	113-100
R3	113-100	113-100	113-100
R2	113-100	113-100	113-100
R1	113-100	113-100	113-100	113-100
PP	113-100	113-100	113-100	113-100
S1	113-100	113-100	113-100	113-100
S2	113-100	113-100	113-100
S3	113-100	113-100	113-100
S4	113-100	113-100	113-100

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	114-110	113-010	1-100	1.2%	0-000	0.0%	21%	False	False	2
10	115-000	113-010	1-310	1.7%	0-000	0.0%	14%	False	False	2
20	115-000	112-020	2-300	2.6%	0-000	0.0%	43%	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	113-100
2.618	113-100
1.618	113-100
1.000	113-100
0.618	113-100
HIGH	113-100
0.618	113-100
0.500	113-100
0.382	113-100
LOW	113-100
0.618	113-100
1.000	113-100
1.618	113-100
2.618	113-100
4.250	113-100

Fisher Pivots for day following 26-Mar-2008
Pivot	1 day	3 day
R1	113-100	113-085
PP	113-100	113-070
S1	113-100	113-055

Download as Excel Spreadsheet

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

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