ECBOT 5 Year T-Note Future September 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	120-150	120-180	0-030	0.1%	119-260
High	120-232	120-192	-0-040	-0.1%	120-132
Low	120-140	120-082	-0-058	-0.2%	119-192
Close	120-180	120-115	-0-065	-0.2%	120-097
Range	0-092	0-110	0-018	19.6%	0-260
ATR	0-138	0-136	-0-002	-1.5%	0-000
Volume	573,075	441,058	-132,017	-23.0%	2,487,053

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-140	121-077	120-176
R3	121-030	120-287	120-145
R2	120-240	120-240	120-135
R1	120-177	120-177	120-125	120-154
PP	120-130	120-130	120-130	120-118
S1	120-067	120-067	120-105	120-044
S2	120-020	120-020	120-095
S3	119-230	119-277	120-085
S4	119-120	119-167	120-054

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-174	122-075	120-240
R3	121-234	121-135	120-168
R2	120-294	120-294	120-145
R1	120-195	120-195	120-121	120-244
PP	120-034	120-034	120-034	120-058
S1	119-255	119-255	120-073	119-304
S2	119-094	119-094	120-049
S3	118-154	118-315	120-026
S4	117-214	118-055	119-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-232	119-287	0-265	0.7%	0-129	0.3%	56%	False	False	482,641
10	120-232	119-160	1-072	1.0%	0-131	0.3%	70%	False	False	503,720
20	120-232	118-212	2-020	1.7%	0-130	0.3%	82%	False	False	467,890
40	120-232	116-235	3-317	3.3%	0-129	0.3%	91%	False	False	457,203
60	120-232	116-020	4-212	3.9%	0-145	0.4%	92%	False	False	423,654
80	120-232	113-240	6-312	5.8%	0-134	0.3%	95%	False	False	319,208

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-020
2.618	121-160
1.618	121-050
1.000	120-302
0.618	120-260
HIGH	120-192
0.618	120-150
0.500	120-137
0.382	120-124
LOW	120-082
0.618	120-014
1.000	119-292
1.618	119-224
2.618	119-114
4.250	118-254

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	120-137	120-111
PP	120-130	120-106
S1	120-122	120-102

Download as Excel Spreadsheet

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

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