ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 113-080 113-250 0-170 0.5% 113-300
High 113-080 113-250 0-170 0.5% 114-010
Low 113-080 113-250 0-170 0.5% 113-130
Close 113-080 113-250 0-170 0.5% 114-010
Range
ATR 0-122 0-126 0-003 2.8% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 113-250 113-250 113-250
R3 113-250 113-250 113-250
R2 113-250 113-250 113-250
R1 113-250 113-250 113-250 113-250
PP 113-250 113-250 113-250 113-250
S1 113-250 113-250 113-250 113-250
S2 113-250 113-250 113-250
S3 113-250 113-250 113-250
S4 113-250 113-250 113-250
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 115-223 115-157 114-120
R3 115-023 114-277 114-065
R2 114-143 114-143 114-047
R1 114-077 114-077 114-028 114-110
PP 113-263 113-263 113-263 113-280
S1 113-197 113-197 113-312 113-230
S2 113-063 113-063 113-293
S3 112-183 112-317 113-275
S4 111-303 112-117 113-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-080 113-080 1-000 0.9% 0-000 0.0% 53% False False 2
10 114-080 112-280 1-120 1.2% 0-000 0.0% 66% False False 2
20 114-080 111-150 2-250 2.4% 0-000 0.0% 83% 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
4.250 113-250
2.618 113-250
1.618 113-250
1.000 113-250
0.618 113-250
HIGH 113-250
0.618 113-250
0.500 113-250
0.382 113-250
LOW 113-250
0.618 113-250
1.000 113-250
1.618 113-250
2.618 113-250
4.250 113-250
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 113-250 113-247
PP 113-250 113-243
S1 113-250 113-240

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

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