ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	119-210	119-210	0-000	0.0%	118-290
High	119-290	119-240	-0-050	-0.1%	119-180
Low	119-210	119-150	-0-060	-0.2%	118-250
Close	119-240	119-170	-0-070	-0.2%	119-150
Range	0-080	0-090	0-010	12.5%	0-250
ATR	0-090	0-090	0-000	0.0%	0-000
Volume	8,365	9,174	809	9.7%	4,664

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-137	120-083	119-220
R3	120-047	119-313	119-195
R2	119-277	119-277	119-186
R1	119-223	119-223	119-178	119-205
PP	119-187	119-187	119-187	119-178
S1	119-133	119-133	119-162	119-115
S2	119-097	119-097	119-154
S3	119-007	119-043	119-145
S4	118-237	118-273	119-120

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-103	119-288
R3	120-267	120-173	119-219
R2	120-017	120-017	119-196
R1	119-243	119-243	119-173	119-290
PP	119-087	119-087	119-087	119-110
S1	118-313	118-313	119-127	119-040
S2	118-157	118-157	119-104
S3	117-227	118-063	119-081
S4	116-297	117-133	119-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-290	119-040	0-250	0.7%	0-078	0.2%	52%	False	False	5,246
10	119-290	118-140	1-150	1.2%	0-080	0.2%	74%	False	False	3,018
20	119-290	117-240	2-050	1.8%	0-064	0.2%	83%	False	False	1,728

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-302
2.618	120-156
1.618	120-066
1.000	120-010
0.618	119-296
HIGH	119-240
0.618	119-206
0.500	119-195
0.382	119-184
LOW	119-150
0.618	119-094
1.000	119-060
1.618	119-004
2.618	118-234
4.250	118-088

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	119-195	119-168
PP	119-187	119-167
S1	119-178	119-165

Download as Excel Spreadsheet

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

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