ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	120-172	120-167	-0-005	0.0%	120-095
High	120-225	120-270	0-045	0.1%	120-232
Low	120-142	120-092	-0-050	-0.1%	119-292
Close	120-160	120-235	0-075	0.2%	120-054
Range	0-083	0-178	0-095	114.5%	0-260
ATR	0-136	0-139	0-003	2.2%	0-000
Volume	329,553	433,006	103,453	31.4%	2,225,079

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-093	122-022	121-013
R3	121-235	121-164	120-284
R2	121-057	121-057	120-268
R1	120-306	120-306	120-251	121-022
PP	120-199	120-199	120-199	120-217
S1	120-128	120-128	120-219	120-164
S2	120-021	120-021	120-202
S3	119-163	119-270	120-186
S4	118-305	119-092	120-137

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-226	122-080	120-197
R3	121-286	121-140	120-126
R2	121-026	121-026	120-102
R1	120-200	120-200	120-078	120-143
PP	120-086	120-086	120-086	120-058
S1	119-260	119-260	120-030	119-203
S2	119-146	119-146	120-006
S3	118-206	119-000	119-302
S4	117-266	118-060	119-231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-270	120-030	0-240	0.6%	0-130	0.3%	85%	True	False	380,235
10	120-270	119-287	0-303	0.8%	0-130	0.3%	88%	True	False	431,438
20	120-270	118-212	2-058	1.8%	0-131	0.3%	95%	True	False	443,753
40	120-270	117-200	3-070	2.7%	0-128	0.3%	97%	True	False	455,418
60	120-270	116-020	4-250	4.0%	0-140	0.4%	98%	True	False	450,044
80	120-270	114-070	6-200	5.5%	0-140	0.4%	98%	True	False	342,970
100	120-270	112-250	8-020	6.7%	0-115	0.3%	99%	True	False	274,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-066
2.618	122-096
1.618	121-238
1.000	121-128
0.618	121-060
HIGH	120-270
0.618	120-202
0.500	120-181
0.382	120-160
LOW	120-092
0.618	119-302
1.000	119-234
1.618	119-124
2.618	118-266
4.250	117-296

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	120-217	120-217
PP	120-199	120-199
S1	120-181	120-181

Download as Excel Spreadsheet

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

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