ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Apr-2008

Day Change Summary
	Previous	Current
	28-Apr-2008	29-Apr-2008	Change	Change %	Previous Week
Open	110-190	110-310	0-120	0.3%	111-190
High	110-250	111-040	0-110	0.3%	111-220
Low	110-170	110-280	0-110	0.3%	110-150
Close	110-240	110-290	0-050	0.1%	110-180
Range	0-080	0-080	0-000	0.0%	1-070
ATR	0-141	0-139	-0-001	-1.1%	0-000
Volume	7,456	2,728	-4,728	-63.4%	1,859

Daily Pivots for day following 29-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-230	111-180	111-014
R3	111-150	111-100	110-312
R2	111-070	111-070	110-305
R1	111-020	111-020	110-297	111-005
PP	110-310	110-310	110-310	110-302
S1	110-260	110-260	110-283	110-245
S2	110-230	110-230	110-275
S3	110-150	110-180	110-268
S4	110-070	110-100	110-246

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%	0-130	0.4%	36%	False	False	2,399
10	112-070	110-150	1-240	1.6%	0-100	0.3%	25%	False	False	1,205
20	113-240	110-150	3-090	3.0%	0-079	0.2%	13%	False	False	936
40	115-000	110-150	4-170	4.1%	0-040	0.1%	10%	False	False	523

Crabel Price Patterns
NR	False
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	0-021

Fibonacci Retracements and Extensions
4.250	112-060
2.618	111-249
1.618	111-169
1.000	111-120
0.618	111-089
HIGH	111-040
0.618	111-009
0.500	111-000
0.382	110-311
LOW	110-280
0.618	110-231
1.000	110-200
1.618	110-151
2.618	110-071
4.250	109-260

Fisher Pivots for day following 29-Apr-2008
Pivot	1 day	3 day
R1	111-000	110-278
PP	110-310	110-267
S1	110-300	110-255

Download as Excel Spreadsheet

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

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