ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 113-000 112-070 -0-250 -0.7% 112-150
High 113-020 112-070 -0-270 -0.7% 113-130
Low 112-270 112-050 -0-220 -0.6% 112-090
Close 112-290 112-070 -0-220 -0.6% 113-110
Range 0-070 0-020 -0-050 -71.4% 1-040
ATR 0-138 0-145 0-007 5.3% 0-000
Volume 158 14 -144 -91.1% 5,355
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 112-123 112-117 112-081
R3 112-103 112-097 112-076
R2 112-083 112-083 112-074
R1 112-077 112-077 112-072 112-080
PP 112-063 112-063 112-063 112-065
S1 112-057 112-057 112-068 112-060
S2 112-043 112-043 112-066
S3 112-023 112-037 112-064
S4 112-003 112-017 112-059
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-123 115-317 113-308
R3 115-083 114-277 113-209
R2 114-043 114-043 113-176
R1 113-237 113-237 113-143 113-300
PP 113-003 113-003 113-003 113-035
S1 112-197 112-197 113-077 112-260
S2 111-283 111-283 113-044
S3 110-243 111-157 113-011
S4 109-203 110-117 112-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 112-050 1-150 1.3% 0-074 0.2% 4% False True 1,098
10 113-200 112-050 1-150 1.3% 0-060 0.2% 4% False True 669
20 115-000 112-050 2-270 2.5% 0-030 0.1% 2% False True 443
40 115-000 111-150 3-170 3.1% 0-015 0.0% 21% False False 222
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 0-004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-155
2.618 112-122
1.618 112-102
1.000 112-090
0.618 112-082
HIGH 112-070
0.618 112-062
0.500 112-060
0.382 112-058
LOW 112-050
0.618 112-038
1.000 112-030
1.618 112-018
2.618 111-318
4.250 111-285
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 112-067 112-285
PP 112-063 112-213
S1 112-060 112-142

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

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