ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 28-Mar-2008
Day Change Summary
Previous Current
27-Mar-2008 28-Mar-2008 Change Change % Previous Week
Open 113-050 113-160 0-110 0.3% 113-040
High 113-050 113-160 0-110 0.3% 113-160
Low 113-050 113-160 0-110 0.3% 113-010
Close 113-050 113-160 0-110 0.3% 113-160
Range
ATR 0-129 0-128 -0-001 -1.1% 0-000
Volume 2 2,150 2,148 107,400.0% 2,158
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 113-160 113-160 113-160
R3 113-160 113-160 113-160
R2 113-160 113-160 113-160
R1 113-160 113-160 113-160 113-160
PP 113-160 113-160 113-160 113-160
S1 113-160 113-160 113-160 113-160
S2 113-160 113-160 113-160
S3 113-160 113-160 113-160
S4 113-160 113-160 113-160
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 114-240 114-190 113-242
R3 114-090 114-040 113-201
R2 113-260 113-260 113-188
R1 113-210 113-210 113-174 113-235
PP 113-110 113-110 113-110 113-122
S1 113-060 113-060 113-146 113-085
S2 112-280 112-280 113-132
S3 112-130 112-230 113-119
S4 111-300 112-080 113-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-160 113-010 0-150 0.4% 0-000 0.0% 100% True False 431
10 115-000 113-010 1-310 1.7% 0-000 0.0% 24% False False 216
20 115-000 112-280 2-040 1.9% 0-000 0.0% 29% False False 109
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
4.250 113-160
2.618 113-160
1.618 113-160
1.000 113-160
0.618 113-160
HIGH 113-160
0.618 113-160
0.500 113-160
0.382 113-160
LOW 113-160
0.618 113-160
1.000 113-160
1.618 113-160
2.618 113-160
4.250 113-160
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 113-160 113-142
PP 113-160 113-123
S1 113-160 113-105

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

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