ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	120-090	120-137	0-047	0.1%	120-095
High	120-160	120-265	0-105	0.3%	120-232
Low	120-030	120-125	0-095	0.2%	119-292
Close	120-054	120-257	0-203	0.5%	120-054
Range	0-130	0-140	0-010	7.7%	0-260
ATR	0-136	0-141	0-005	4.0%	0-000
Volume	328,777	420,287	91,510	27.8%	2,225,079

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-316	121-266	121-014
R3	121-176	121-126	120-296
R2	121-036	121-036	120-283
R1	120-306	120-306	120-270	121-011
PP	120-216	120-216	120-216	120-228
S1	120-166	120-166	120-244	120-191
S2	120-076	120-076	120-231
S3	119-256	120-026	120-218
S4	119-116	119-206	120-180

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	120-265	119-292	0-293	0.8%	0-133	0.3%	97%	True	False	475,238
10	120-265	119-200	1-065	1.0%	0-139	0.4%	98%	True	False	446,044
20	120-265	118-212	2-053	1.8%	0-131	0.3%	99%	True	False	444,940
40	120-265	116-235	4-030	3.4%	0-129	0.3%	99%	True	False	455,398
60	120-265	116-020	4-245	3.9%	0-143	0.4%	99%	True	False	435,320
80	120-265	113-240	7-025	5.9%	0-137	0.4%	100%	True	False	328,571
100	120-265	112-250	8-015	6.7%	0-111	0.3%	100%	True	False	262,875

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	122-220
2.618	121-312
1.618	121-172
1.000	121-085
0.618	121-032
HIGH	120-265
0.618	120-212
0.500	120-195
0.382	120-178
LOW	120-125
0.618	120-038
1.000	119-305
1.618	119-218
2.618	119-078
4.250	118-170

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	120-236	120-220
PP	120-216	120-184
S1	120-195	120-148

Download as Excel Spreadsheet

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

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