ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 01-May-2008

Day Change Summary
	Previous	Current
	30-Apr-2008	01-May-2008	Change	Change %	Previous Week
Open	110-310	111-040	0-050	0.1%	111-190
High	111-110	111-190	0-080	0.2%	111-220
Low	110-220	111-010	0-110	0.3%	110-150
Close	111-080	111-040	-0-040	-0.1%	110-180
Range	0-210	0-180	-0-030	-14.3%	1-070
ATR	0-144	0-147	0-003	1.8%	0-000
Volume	14,357	10,181	-4,176	-29.1%	1,859

Daily Pivots for day following 01-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-300	112-190	111-139
R3	112-120	112-010	111-090
R2	111-260	111-260	111-073
R1	111-150	111-150	111-056	111-130
PP	111-080	111-080	111-080	111-070
S1	110-290	110-290	111-024	110-270
S2	110-220	110-220	111-007
S3	110-040	110-110	110-310
S4	109-180	109-250	110-261

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	111-190	110-150	1-040	1.0%	0-132	0.4%	58%	True	False	7,164
10	111-220	110-150	1-070	1.1%	0-133	0.4%	54%	False	False	3,658
20	113-200	110-150	3-050	2.8%	0-098	0.3%	21%	False	False	2,105
40	115-000	110-150	4-170	4.1%	0-049	0.1%	14%	False	False	1,136
60	115-000	110-150	4-170	4.1%	0-033	0.1%	14%	False	False	758

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-315
2.618	113-021
1.618	112-161
1.000	112-050
0.618	111-301
HIGH	111-190
0.618	111-121
0.500	111-100
0.382	111-079
LOW	111-010
0.618	110-219
1.000	110-150
1.618	110-039
2.618	109-179
4.250	108-205

Fisher Pivots for day following 01-May-2008
Pivot	1 day	3 day
R1	111-100	111-045
PP	111-080	111-043
S1	111-060	111-042

Download as Excel Spreadsheet

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

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