ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
03-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 112-170 112-150 -0-020 -0.1% 113-240
High 112-250 112-150 -0-100 -0.3% 113-240
Low 112-170 112-090 -0-080 -0.2% 112-160
Close 112-170 112-150 -0-020 -0.1% 112-170
Range 0-080 0-060 -0-020 -25.0% 1-080
ATR 0-139 0-135 -0-004 -3.0% 0-000
Volume
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 112-310 112-290 112-183
R3 112-250 112-230 112-166
R2 112-190 112-190 112-161
R1 112-170 112-170 112-156 112-180
PP 112-130 112-130 112-130 112-135
S1 112-110 112-110 112-144 112-120
S2 112-070 112-070 112-139
S3 112-010 112-050 112-134
S4 111-270 111-310 112-117
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-217 115-273 113-070
R3 115-137 114-193 112-280
R2 114-057 114-057 112-243
R1 113-113 113-113 112-207 113-045
PP 112-297 112-297 112-297 112-262
S1 112-033 112-033 112-133 111-285
S2 111-217 111-217 112-097
S3 110-137 110-273 112-060
S4 109-057 109-193 111-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-240 112-090 1-150 1.3% 0-032 0.1% 13% False True 663
10 114-110 112-090 2-020 1.8% 0-016 0.0% 9% False True 332
20 115-000 112-090 2-230 2.4% 0-008 0.0% 7% False True 167
40 115-000 111-150 3-170 3.1% 0-004 0.0% 28% False False 84
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-085
2.618 112-307
1.618 112-247
1.000 112-210
0.618 112-187
HIGH 112-150
0.618 112-127
0.500 112-120
0.382 112-113
LOW 112-090
0.618 112-053
1.000 112-030
1.618 111-313
2.618 111-253
4.250 111-155
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 112-140 112-170
PP 112-130 112-163
S1 112-120 112-157

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

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