ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 112-150 112-140 -0-010 0.0% 113-240
High 112-150 112-210 0-060 0.2% 113-240
Low 112-090 112-140 0-050 0.1% 112-160
Close 112-150 112-180 0-030 0.1% 112-170
Range 0-060 0-070 0-010 16.7% 1-080
ATR 0-135 0-131 -0-005 -3.4% 0-000
Volume
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-067 113-033 112-218
R3 112-317 112-283 112-199
R2 112-247 112-247 112-193
R1 112-213 112-213 112-186 112-230
PP 112-177 112-177 112-177 112-185
S1 112-143 112-143 112-174 112-160
S2 112-107 112-107 112-167
S3 112-037 112-073 112-161
S4 111-287 112-003 112-142
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% 0-046 0.1% 19% False False 233
10 113-240 112-090 1-150 1.3% 0-023 0.1% 19% False False 332
20 115-000 112-090 2-230 2.4% 0-012 0.0% 10% False False 167
40 115-000 111-150 3-170 3.1% 0-006 0.0% 31% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-188
2.618 113-073
1.618 113-003
1.000 112-280
0.618 112-253
HIGH 112-210
0.618 112-183
0.500 112-175
0.382 112-167
LOW 112-140
0.618 112-097
1.000 112-070
1.618 112-027
2.618 111-277
4.250 111-162
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 112-178 112-177
PP 112-177 112-173
S1 112-175 112-170

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

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