"I was writing a new story from 5 till 8 yesterday," said Ann.

• Ann said I was writing a new story from 5 till 8 the day before.
• Ann said she was writing a new story from 5 till 8 the day before.
• Ann said she had been writing a new story from 5 till 8 yesterday.
• Ann said she had been writing a new story from 5 till 8 the day before.