ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 08-Apr-2008

Day Change Summary
	Previous	Current
	07-Apr-2008	08-Apr-2008	Change	Change %	Previous Week
Open	112-150	112-140	-0-010	0.0%	113-240
High	112-150	112-210	0-060	0.2%	113-240
Low	112-090	112-140	0-050	0.1%	112-160
Close	112-150	112-180	0-030	0.1%	112-170
Range	0-060	0-070	0-010	16.7%	1-080
ATR	0-135	0-131	-0-005	-3.4%	0-000
Volume

Daily Pivots for day following 08-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-067	113-033	112-218
R3	112-317	112-283	112-199
R2	112-247	112-247	112-193
R1	112-213	112-213	112-186	112-230
PP	112-177	112-177	112-177	112-185
S1	112-143	112-143	112-174	112-160
S2	112-107	112-107	112-167
S3	112-037	112-073	112-161
S4	111-287	112-003	112-142

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%	0-046	0.1%	19%	False	False	233
10	113-240	112-090	1-150	1.3%	0-023	0.1%	19%	False	False	332
20	115-000	112-090	2-230	2.4%	0-012	0.0%	10%	False	False	167
40	115-000	111-150	3-170	3.1%	0-006	0.0%	31%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-188
2.618	113-073
1.618	113-003
1.000	112-280
0.618	112-253
HIGH	112-210
0.618	112-183
0.500	112-175
0.382	112-167
LOW	112-140
0.618	112-097
1.000	112-070
1.618	112-027
2.618	111-277
4.250	111-162

Fisher Pivots for day following 08-Apr-2008
Pivot	1 day	3 day
R1	112-178	112-177
PP	112-177	112-173
S1	112-175	112-170

Download as Excel Spreadsheet

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

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