ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 03-Apr-2008

Day Change Summary
	Previous	Current
	02-Apr-2008	03-Apr-2008	Change	Change %	Previous Week
Open	112-180	112-170	-0-010	0.0%	113-040
High	112-180	112-250	0-070	0.2%	113-160
Low	112-160	112-170	0-010	0.0%	113-010
Close	112-180	112-170	-0-010	0.0%	113-160
Range	0-020	0-080	0-060	300.0%	0-150
ATR	0-144	0-139	-0-005	-3.2%	0-000
Volume	1,167	0	-1,167	-100.0%	2,158

Daily Pivots for day following 03-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-117	113-063	112-214
R3	113-037	112-303	112-192
R2	112-277	112-277	112-185
R1	112-223	112-223	112-177	112-210
PP	112-197	112-197	112-197	112-190
S1	112-143	112-143	112-163	112-130
S2	112-117	112-117	112-155
S3	112-037	112-063	112-148
S4	111-277	111-303	112-126

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%	0-020	0.1%	3%	False	False	663
10	114-110	112-160	1-270	1.6%	0-010	0.0%	2%	False	False	332
20	115-000	112-160	2-160	2.2%	0-005	0.0%	1%	False	False	167
40	115-000	111-150	3-170	3.1%	0-002	0.0%	30%	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 43 trading days

Fibonacci Retracements and Extensions
4.250	113-270
2.618	113-139
1.618	113-059
1.000	113-010
0.618	112-299
HIGH	112-250
0.618	112-219
0.500	112-210
0.382	112-201
LOW	112-170
0.618	112-121
1.000	112-090
1.618	112-041
2.618	111-281
4.250	111-150

Fisher Pivots for day following 03-Apr-2008
Pivot	1 day	3 day
R1	112-210	113-040
PP	112-197	112-297
S1	112-183	112-233

Download as Excel Spreadsheet

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

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