ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 111-150 112-110 0-280 0.8% 112-310
High 111-150 112-110 0-280 0.8% 112-310
Low 111-150 112-110 0-280 0.8% 112-130
Close 111-150 112-110 0-280 0.8% 112-130
Range
ATR 0-083 0-097 0-014 17.1% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 112-110 112-110 112-110
R3 112-110 112-110 112-110
R2 112-110 112-110 112-110
R1 112-110 112-110 112-110 112-110
PP 112-110 112-110 112-110 112-110
S1 112-110 112-110 112-110 112-110
S2 112-110 112-110 112-110
S3 112-110 112-110 112-110
S4 112-110 112-110 112-110
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 114-090 113-290 112-229
R3 113-230 113-110 112-180
R2 113-050 113-050 112-163
R1 112-250 112-250 112-146 112-220
PP 112-190 112-190 112-190 112-175
S1 112-070 112-070 112-114 112-040
S2 112-010 112-010 112-097
S3 111-150 111-210 112-080
S4 110-290 111-030 112-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-130 111-150 0-300 0.8% 0-000 0.0% 93% False False 2
10 112-310 111-150 1-160 1.3% 0-000 0.0% 58% False False 2
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 0-000
Fibonacci Retracements and Extensions
4.250 112-110
2.618 112-110
1.618 112-110
1.000 112-110
0.618 112-110
HIGH 112-110
0.618 112-110
0.500 112-110
0.382 112-110
LOW 112-110
0.618 112-110
1.000 112-110
1.618 112-110
2.618 112-110
4.250 112-110
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 112-110 112-063
PP 112-110 112-017
S1 112-110 111-290

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

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