ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 112-140 113-080 0-260 0.7% 113-240
High 112-210 113-080 0-190 0.5% 113-240
Low 112-140 113-080 0-260 0.7% 112-160
Close 112-180 113-080 0-220 0.6% 112-170
Range 0-070 0-000 -0-070 -100.0% 1-080
ATR 0-131 0-137 0-006 4.9% 0-000
Volume 0 35 35 1,167
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-080 113-080 113-080
R3 113-080 113-080 113-080
R2 113-080 113-080 113-080
R1 113-080 113-080 113-080 113-080
PP 113-080 113-080 113-080 113-080
S1 113-080 113-080 113-080 113-080
S2 113-080 113-080 113-080
S3 113-080 113-080 113-080
S4 113-080 113-080 113-080
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
5 113-080 112-090 0-310 0.9% 0-046 0.1% 100% True False 240
10 113-240 112-090 1-150 1.3% 0-023 0.1% 66% False False 335
20 115-000 112-090 2-230 2.4% 0-012 0.0% 36% False False 168
40 115-000 111-150 3-170 3.1% 0-006 0.0% 50% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 113-080
2.618 113-080
1.618 113-080
1.000 113-080
0.618 113-080
HIGH 113-080
0.618 113-080
0.500 113-080
0.382 113-080
LOW 113-080
0.618 113-080
1.000 113-080
1.618 113-080
2.618 113-080
4.250 113-080
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 113-080 113-028
PP 113-080 112-297
S1 113-080 112-245

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

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