ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 16-Apr-2008

Day Change Summary
	Previous	Current
	15-Apr-2008	16-Apr-2008	Change	Change %	Previous Week
Open	113-000	112-070	-0-250	-0.7%	112-150
High	113-020	112-070	-0-270	-0.7%	113-130
Low	112-270	112-050	-0-220	-0.6%	112-090
Close	112-290	112-070	-0-220	-0.6%	113-110
Range	0-070	0-020	-0-050	-71.4%	1-040
ATR	0-138	0-145	0-007	5.3%	0-000
Volume	158	14	-144	-91.1%	5,355

Daily Pivots for day following 16-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-123	112-117	112-081
R3	112-103	112-097	112-076
R2	112-083	112-083	112-074
R1	112-077	112-077	112-072	112-080
PP	112-063	112-063	112-063	112-065
S1	112-057	112-057	112-068	112-060
S2	112-043	112-043	112-066
S3	112-023	112-037	112-064
S4	112-003	112-017	112-059

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	113-200	112-050	1-150	1.3%	0-074	0.2%	4%	False	True	1,098
10	113-200	112-050	1-150	1.3%	0-060	0.2%	4%	False	True	669
20	115-000	112-050	2-270	2.5%	0-030	0.1%	2%	False	True	443
40	115-000	111-150	3-170	3.1%	0-015	0.0%	21%	False	False	222

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	0-004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-155
2.618	112-122
1.618	112-102
1.000	112-090
0.618	112-082
HIGH	112-070
0.618	112-062
0.500	112-060
0.382	112-058
LOW	112-050
0.618	112-038
1.000	112-030
1.618	112-018
2.618	111-318
4.250	111-285

Fisher Pivots for day following 16-Apr-2008
Pivot	1 day	3 day
R1	112-067	112-285
PP	112-063	112-213
S1	112-060	112-142

Download as Excel Spreadsheet

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

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