ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 31-Mar-2008

Day Change Summary
	Previous	Current
	28-Mar-2008	31-Mar-2008	Change	Change %	Previous Week
Open	113-160	113-240	0-080	0.2%	113-040
High	113-160	113-240	0-080	0.2%	113-160
Low	113-160	113-240	0-080	0.2%	113-010
Close	113-160	113-240	0-080	0.2%	113-160
Range
ATR	0-128	0-124	-0-003	-2.7%	0-000
Volume	2,150	0	-2,150	-100.0%	2,158

Daily Pivots for day following 31-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-240	113-240	113-240
R3	113-240	113-240	113-240
R2	113-240	113-240	113-240
R1	113-240	113-240	113-240	113-240
PP	113-240	113-240	113-240	113-240
S1	113-240	113-240	113-240	113-240
S2	113-240	113-240	113-240
S3	113-240	113-240	113-240
S4	113-240	113-240	113-240

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	113-240	113-010	0-230	0.6%	0-000	0.0%	100%	True	False	431
10	115-000	113-010	1-310	1.7%	0-000	0.0%	37%	False	False	216
20	115-000	113-010	1-310	1.7%	0-000	0.0%	37%	False	False	109
40	115-000	111-150	3-170	3.1%	0-000	0.0%	65%	False	False	55

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	113-240
2.618	113-240
1.618	113-240
1.000	113-240
0.618	113-240
HIGH	113-240
0.618	113-240
0.500	113-240
0.382	113-240
LOW	113-240
0.618	113-240
1.000	113-240
1.618	113-240
2.618	113-240
4.250	113-240

Fisher Pivots for day following 31-Mar-2008
Pivot	1 day	3 day
R1	113-240	113-208
PP	113-240	113-177
S1	113-240	113-145

Download as Excel Spreadsheet

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

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