ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 07-Apr-2008

Day Change Summary
	Previous	Current
	03-Apr-2008	07-Apr-2008	Change	Change %	Previous Week
Open	112-170	112-150	-0-020	-0.1%	113-240
High	112-250	112-150	-0-100	-0.3%	113-240
Low	112-170	112-090	-0-080	-0.2%	112-160
Close	112-170	112-150	-0-020	-0.1%	112-170
Range	0-080	0-060	-0-020	-25.0%	1-080
ATR	0-139	0-135	-0-004	-3.0%	0-000
Volume

Daily Pivots for day following 07-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-310	112-290	112-183
R3	112-250	112-230	112-166
R2	112-190	112-190	112-161
R1	112-170	112-170	112-156	112-180
PP	112-130	112-130	112-130	112-135
S1	112-110	112-110	112-144	112-120
S2	112-070	112-070	112-139
S3	112-010	112-050	112-134
S4	111-270	111-310	112-117

Weekly Pivots for week ending 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-217	115-273	113-070
R3	115-137	114-193	112-280
R2	114-057	114-057	112-243
R1	113-113	113-113	112-207	113-045
PP	112-297	112-297	112-297	112-262
S1	112-033	112-033	112-133	111-285
S2	111-217	111-217	112-097
S3	110-137	110-273	112-060
S4	109-057	109-193	111-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-240	112-090	1-150	1.3%	0-032	0.1%	13%	False	True	663
10	114-110	112-090	2-020	1.8%	0-016	0.0%	9%	False	True	332
20	115-000	112-090	2-230	2.4%	0-008	0.0%	7%	False	True	167
40	115-000	111-150	3-170	3.1%	0-004	0.0%	28%	False	False	84

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-085
2.618	112-307
1.618	112-247
1.000	112-210
0.618	112-187
HIGH	112-150
0.618	112-127
0.500	112-120
0.382	112-113
LOW	112-090
0.618	112-053
1.000	112-030
1.618	111-313
2.618	111-253
4.250	111-155

Fisher Pivots for day following 07-Apr-2008
Pivot	1 day	3 day
R1	112-140	112-170
PP	112-130	112-163
S1	112-120	112-157

Download as Excel Spreadsheet

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

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