ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-Apr-2008

Day Change Summary
	Previous	Current
	31-Mar-2008	02-Apr-2008	Change	Change %	Previous Week
Open	113-240	112-180	-1-060	-1.0%	113-040
High	113-240	112-180	-1-060	-1.0%	113-160
Low	113-240	112-160	-1-080	-1.1%	113-010
Close	113-240	112-180	-1-060	-1.0%	113-160
Range	0-000	0-020	0-020		0-150
ATR	0-124	0-144	0-020	15.8%	0-000
Volume	0	1,167	1,167		2,158

Daily Pivots for day following 02-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-233	112-227	112-191
R3	112-213	112-207	112-186
R2	112-193	112-193	112-184
R1	112-187	112-187	112-182	112-190
PP	112-173	112-173	112-173	112-175
S1	112-167	112-167	112-178	112-170
S2	112-153	112-153	112-176
S3	112-133	112-147	112-174
S4	112-113	112-127	112-169

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	112-160	1-080	1.1%	0-004	0.0%	5%	False	True	664
10	115-000	112-160	2-160	2.2%	0-002	0.0%	3%	False	True	333
20	115-000	112-160	2-160	2.2%	0-001	0.0%	3%	False	True	167
40	115-000	111-150	3-170	3.1%	0-000	0.0%	31%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	112-265
2.618	112-232
1.618	112-212
1.000	112-200
0.618	112-192
HIGH	112-180
0.618	112-172
0.500	112-170
0.382	112-168
LOW	112-160
0.618	112-148
1.000	112-140
1.618	112-128
2.618	112-108
4.250	112-075

Fisher Pivots for day following 02-Apr-2008
Pivot	1 day	3 day
R1	112-177	113-040
PP	112-173	112-300
S1	112-170	112-240

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols