ECBOT 5 Year T-Note Future September 2008

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Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary Previous Current 26-Mar-2008 27-Mar-2008 Change Change % Previous Week Open 113-100 113-050 -0-050 -0.1% 115-000 High 113-100 113-050 -0-050 -0.1% 115-000 Low 113-100 113-050 -0-050 -0.1% 114-100 Close 113-100 113-050 -0-050 -0.1% 114-110 Range ATR 0-135 0-129 -0-006 -4.5% 0-000 Volume 2 2 0 0.0% 6
Daily Pivots for day following 27-Mar-2008 Classic Woodie Camarilla DeMark R4 113-050 113-050 113-050 R3 113-050 113-050 113-050 R2 113-050 113-050 113-050 R1 113-050 113-050 113-050 113-050 PP 113-050 113-050 113-050 113-050 S1 113-050 113-050 113-050 113-050 S2 113-050 113-050 113-050 S3 113-050 113-050 113-050 S4 113-050 113-050 113-050	Weekly Pivots for week ending 21-Mar-2008 Classic Woodie Camarilla DeMark R4 116-197 116-053 114-231 R3 115-297 115-153 114-170 R2 115-077 115-077 114-150 R1 114-253 114-253 114-130 114-215 PP 114-177 114-177 114-177 114-158 S1 114-033 114-033 114-090 113-315 S2 113-277 113-277 114-070 S3 113-057 113-133 114-050 S4 112-157 112-233 113-309
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 114-110 113-010 1-100 1.2% 0-000 0.0% 10% False False 2 10 115-000 113-010 1-310 1.7% 0-000 0.0% 6% False False 2 20 115-000 112-060 2-260 2.5% 0-000 0.0% 34% 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 True 8BNR False Bear Hook False Bull Hook False Stretch 0-000	Fibonacci Retracements and Extensions 4.250 113-050 2.618 113-050 1.618 113-050 1.000 113-050 0.618 113-050 HIGH 113-050 0.618 113-050 0.500 113-050 0.382 113-050 LOW 113-050 0.618 113-050 1.000 113-050 1.618 113-050 2.618 113-050 4.250 113-050
Fisher Pivots for day following 27-Mar-2008 Pivot 1 day 3 day R1 113-050 113-055 PP 113-050 113-053 S1 113-050 113-052

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