ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	120-180	120-090	-0-090	-0.2%	120-095
High	120-192	120-160	-0-032	-0.1%	120-232
Low	120-082	120-030	-0-052	-0.1%	119-292
Close	120-115	120-054	-0-061	-0.2%	120-054
Range	0-110	0-130	0-020	18.2%	0-260
ATR	0-136	0-136	0-000	-0.3%	0-000
Volume	441,058	328,777	-112,281	-25.5%	2,225,079

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-151	121-073	120-126
R3	121-021	120-263	120-090
R2	120-211	120-211	120-078
R1	120-133	120-133	120-066	120-107
PP	120-081	120-081	120-081	120-068
S1	120-003	120-003	120-042	119-297
S2	119-271	119-271	120-030
S3	119-141	119-193	120-018
S4	119-011	119-063	119-302

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	120-232	119-292	0-260	0.7%	0-122	0.3%	32%	False	False	445,015
10	120-232	119-192	1-040	0.9%	0-132	0.3%	51%	False	False	471,213
20	120-232	118-212	2-020	1.7%	0-129	0.3%	73%	False	False	451,766
40	120-232	116-235	3-317	3.3%	0-128	0.3%	86%	False	False	456,413
60	120-232	116-020	4-212	3.9%	0-145	0.4%	88%	False	False	428,811
80	120-232	113-240	6-312	5.8%	0-135	0.4%	92%	False	False	323,317
100	120-232	112-250	7-302	6.6%	0-110	0.3%	93%	False	False	258,673

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	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-072
2.618	121-180
1.618	121-050
1.000	120-290
0.618	120-240
HIGH	120-160
0.618	120-110
0.500	120-095
0.382	120-080
LOW	120-030
0.618	119-270
1.000	119-220
1.618	119-140
2.618	119-010
4.250	118-118

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	120-095	120-131
PP	120-081	120-105
S1	120-068	120-080

Download as Excel Spreadsheet

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

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