ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 11-Apr-2008

Day Change Summary
	Previous	Current
	10-Apr-2008	11-Apr-2008	Change	Change %	Previous Week
Open	112-290	113-110	0-140	0.4%	112-150
High	113-100	113-130	0-030	0.1%	113-130
Low	112-280	113-110	0-150	0.4%	112-090
Close	112-290	113-110	0-140	0.4%	113-110
Range	0-140	0-020	-0-120	-85.7%	1-040
ATR	0-137	0-139	0-002	1.2%	0-000
Volume	5,317	3	-5,314	-99.9%	5,355

Daily Pivots for day following 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-177	113-163	113-121
R3	113-157	113-143	113-116
R2	113-137	113-137	113-114
R1	113-123	113-123	113-112	113-120
PP	113-117	113-117	113-117	113-115
S1	113-103	113-103	113-108	113-100
S2	113-097	113-097	113-106
S3	113-077	113-083	113-104
S4	113-057	113-063	113-099

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-123	115-317	113-308
R3	115-083	114-277	113-209
R2	114-043	114-043	113-176
R1	113-237	113-237	113-143	113-300
PP	113-003	113-003	113-003	113-035
S1	112-197	112-197	113-077	112-260
S2	111-283	111-283	113-044
S3	110-243	111-157	113-011
S4	109-203	110-117	112-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-130	112-090	1-040	1.0%	0-058	0.2%	94%	True	False	1,071
10	113-240	112-090	1-150	1.3%	0-039	0.1%	72%	False	False	867
20	115-000	112-090	2-230	2.4%	0-020	0.1%	39%	False	False	434
40	115-000	111-150	3-170	3.1%	0-010	0.0%	53%	False	False	218

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	0-001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-215
2.618	113-182
1.618	113-162
1.000	113-150
0.618	113-142
HIGH	113-130
0.618	113-122
0.500	113-120
0.382	113-118
LOW	113-110
0.618	113-098
1.000	113-090
1.618	113-078
2.618	113-058
4.250	113-025

Fisher Pivots for day following 11-Apr-2008
Pivot	1 day	3 day
R1	113-120	113-088
PP	113-117	113-067
S1	113-113	113-045

Download as Excel Spreadsheet

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

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