ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 10-Apr-2008

Day Change Summary
	Previous	Current
	09-Apr-2008	10-Apr-2008	Change	Change %	Previous Week
Open	113-080	112-290	-0-110	-0.3%	113-240
High	113-080	113-100	0-020	0.1%	113-240
Low	113-080	112-280	-0-120	-0.3%	112-160
Close	113-080	112-290	-0-110	-0.3%	112-170
Range	0-000	0-140	0-140		1-080
ATR	0-137	0-137	0-000	0.2%	0-000
Volume	35	5,317	5,282	15,091.4%	1,167

Daily Pivots for day following 10-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-110	114-020	113-047
R3	113-290	113-200	113-008
R2	113-150	113-150	112-316
R1	113-060	113-060	112-303	113-040
PP	113-010	113-010	113-010	113-000
S1	112-240	112-240	112-277	112-220
S2	112-190	112-190	112-264
S3	112-050	112-100	112-252
S4	111-230	111-280	112-213

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	113-100	112-090	1-010	0.9%	0-070	0.2%	61%	True	False	1,070
10	113-240	112-090	1-150	1.3%	0-037	0.1%	43%	False	False	867
20	115-000	112-090	2-230	2.4%	0-018	0.1%	23%	False	False	434
40	115-000	111-150	3-170	3.1%	0-009	0.0%	41%	False	False	218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	115-055
2.618	114-147
1.618	114-007
1.000	113-240
0.618	113-187
HIGH	113-100
0.618	113-047
0.500	113-030
0.382	113-013
LOW	112-280
0.618	112-193
1.000	112-140
1.618	112-053
2.618	111-233
4.250	111-005

Fisher Pivots for day following 10-Apr-2008
Pivot	1 day	3 day
R1	113-030	112-287
PP	113-010	112-283
S1	112-310	112-280

Download as Excel Spreadsheet

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

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