ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 113-160 113-240 0-080 0.2% 113-040
High 113-160 113-240 0-080 0.2% 113-160
Low 113-160 113-240 0-080 0.2% 113-010
Close 113-160 113-240 0-080 0.2% 113-160
Range
ATR 0-128 0-124 -0-003 -2.7% 0-000
Volume 2,150 0 -2,150 -100.0% 2,158
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 113-240 113-240 113-240
R3 113-240 113-240 113-240
R2 113-240 113-240 113-240
R1 113-240 113-240 113-240 113-240
PP 113-240 113-240 113-240 113-240
S1 113-240 113-240 113-240 113-240
S2 113-240 113-240 113-240
S3 113-240 113-240 113-240
S4 113-240 113-240 113-240
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 114-240 114-190 113-242
R3 114-090 114-040 113-201
R2 113-260 113-260 113-188
R1 113-210 113-210 113-174 113-235
PP 113-110 113-110 113-110 113-122
S1 113-060 113-060 113-146 113-085
S2 112-280 112-280 113-132
S3 112-130 112-230 113-119
S4 111-300 112-080 113-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-240 113-010 0-230 0.6% 0-000 0.0% 100% True False 431
10 115-000 113-010 1-310 1.7% 0-000 0.0% 37% False False 216
20 115-000 113-010 1-310 1.7% 0-000 0.0% 37% False False 109
40 115-000 111-150 3-170 3.1% 0-000 0.0% 65% False False 55
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
4.250 113-240
2.618 113-240
1.618 113-240
1.000 113-240
0.618 113-240
HIGH 113-240
0.618 113-240
0.500 113-240
0.382 113-240
LOW 113-240
0.618 113-240
1.000 113-240
1.618 113-240
2.618 113-240
4.250 113-240
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 113-240 113-208
PP 113-240 113-177
S1 113-240 113-145

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

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