ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 25-Apr-2008

Day Change Summary
	Previous	Current
	24-Apr-2008	25-Apr-2008	Change	Change %	Previous Week
Open	110-230	110-180	-0-050	-0.1%	111-190
High	111-170	110-260	-0-230	-0.6%	111-220
Low	110-210	110-150	-0-060	-0.2%	110-150
Close	110-230	110-180	-0-050	-0.1%	110-180
Range	0-280	0-110	-0-170	-60.7%	1-070
ATR	0-148	0-146	-0-003	-1.8%	0-000
Volume	675	1,101	426	63.1%	1,859

Daily Pivots for day following 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-207	111-143	110-240
R3	111-097	111-033	110-210
R2	110-307	110-307	110-200
R1	110-243	110-243	110-190	110-235
PP	110-197	110-197	110-197	110-192
S1	110-133	110-133	110-170	110-125
S2	110-087	110-087	110-160
S3	109-297	110-023	110-150
S4	109-187	109-233	110-120

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-180	113-250	111-074
R3	113-110	112-180	110-287
R2	112-040	112-040	110-252
R1	111-110	111-110	110-216	111-040
PP	110-290	110-290	110-290	110-255
S1	110-040	110-040	110-144	109-290
S2	109-220	109-220	110-108
S3	108-150	108-290	110-073
S4	107-080	107-220	109-286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-220	110-150	1-070	1.1%	0-112	0.3%	8%	False	True	371
10	113-200	110-150	3-050	2.9%	0-103	0.3%	3%	False	True	203
20	113-240	110-150	3-090	3.0%	0-071	0.2%	3%	False	True	535
40	115-000	110-150	4-170	4.1%	0-036	0.1%	2%	False	True	268

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-088
2.618	111-228
1.618	111-118
1.000	111-050
0.618	111-008
HIGH	110-260
0.618	110-218
0.500	110-205
0.382	110-192
LOW	110-150
0.618	110-082
1.000	110-040
1.618	109-292
2.618	109-182
4.250	109-002

Fisher Pivots for day following 25-Apr-2008
Pivot	1 day	3 day
R1	110-205	111-025
PP	110-197	110-290
S1	110-188	110-235

Download as Excel Spreadsheet

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

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