ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 114-100 114-110 0-010 0.0% 114-080
High 114-100 114-110 0-010 0.0% 114-160
Low 114-100 114-110 0-010 0.0% 113-080
Close 114-100 114-110 0-010 0.0% 114-160
Range
ATR 0-137 0-128 -0-009 -6.6% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 114-110 114-110 114-110
R3 114-110 114-110 114-110
R2 114-110 114-110 114-110
R1 114-110 114-110 114-110 114-110
PP 114-110 114-110 114-110 114-110
S1 114-110 114-110 114-110 114-110
S2 114-110 114-110 114-110
S3 114-110 114-110 114-110
S4 114-110 114-110 114-110
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 117-267 117-133 115-060
R3 116-187 116-053 114-270
R2 115-107 115-107 114-233
R1 114-293 114-293 114-197 115-040
PP 114-027 114-027 114-027 114-060
S1 113-213 113-213 114-123 113-280
S2 112-267 112-267 114-087
S3 111-187 112-133 114-050
S4 110-107 111-053 113-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-000 113-220 1-100 1.1% 0-000 0.0% 50% False False 2
10 115-000 113-080 1-240 1.5% 0-000 0.0% 63% False False 2
20 115-000 111-150 3-170 3.1% 0-000 0.0% 81% 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
4.250 114-110
2.618 114-110
1.618 114-110
1.000 114-110
0.618 114-110
HIGH 114-110
0.618 114-110
0.500 114-110
0.382 114-110
LOW 114-110
0.618 114-110
1.000 114-110
1.618 114-110
2.618 114-110
4.250 114-110
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 114-110 114-210
PP 114-110 114-177
S1 114-110 114-143

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

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