ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 02-Apr-2008 Change Change % Previous Week
Open 113-240 112-180 -1-060 -1.0% 113-040
High 113-240 112-180 -1-060 -1.0% 113-160
Low 113-240 112-160 -1-080 -1.1% 113-010
Close 113-240 112-180 -1-060 -1.0% 113-160
Range 0-000 0-020 0-020 0-150
ATR 0-124 0-144 0-020 15.8% 0-000
Volume 0 1,167 1,167 2,158
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 112-233 112-227 112-191
R3 112-213 112-207 112-186
R2 112-193 112-193 112-184
R1 112-187 112-187 112-182 112-190
PP 112-173 112-173 112-173 112-175
S1 112-167 112-167 112-178 112-170
S2 112-153 112-153 112-176
S3 112-133 112-147 112-174
S4 112-113 112-127 112-169
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
5 113-240 112-160 1-080 1.1% 0-004 0.0% 5% False True 664
10 115-000 112-160 2-160 2.2% 0-002 0.0% 3% False True 333
20 115-000 112-160 2-160 2.2% 0-001 0.0% 3% False True 167
40 115-000 111-150 3-170 3.1% 0-000 0.0% 31% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 112-265
2.618 112-232
1.618 112-212
1.000 112-200
0.618 112-192
HIGH 112-180
0.618 112-172
0.500 112-170
0.382 112-168
LOW 112-160
0.618 112-148
1.000 112-140
1.618 112-128
2.618 112-108
4.250 112-075
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 112-177 113-040
PP 112-173 112-300
S1 112-170 112-240

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

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