ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	120-137	120-257	0-120	0.3%	120-095
High	120-265	120-257	-0-008	0.0%	120-232
Low	120-125	120-137	0-012	0.0%	119-292
Close	120-257	120-177	-0-080	-0.2%	120-054
Range	0-140	0-120	-0-020	-14.3%	0-260
ATR	0-141	0-140	-0-002	-1.1%	0-000
Volume	420,287	389,552	-30,735	-7.3%	2,225,079

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-230	121-164	120-243
R3	121-110	121-044	120-210
R2	120-310	120-310	120-199
R1	120-244	120-244	120-188	120-217
PP	120-190	120-190	120-190	120-177
S1	120-124	120-124	120-166	120-097
S2	120-070	120-070	120-155
S3	119-270	120-004	120-144
S4	119-150	119-204	120-111

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	120-030	0-235	0.6%	0-118	0.3%	63%	False	False	430,549
10	120-265	119-212	1-053	1.0%	0-133	0.3%	76%	False	False	441,096
20	120-265	118-212	2-053	1.8%	0-131	0.3%	87%	False	False	448,511
40	120-265	117-002	3-263	3.2%	0-129	0.3%	93%	False	False	458,149
60	120-265	116-020	4-245	4.0%	0-141	0.4%	94%	False	False	440,944
80	120-265	113-280	6-305	5.8%	0-139	0.4%	96%	False	False	333,440
100	120-265	112-250	8-015	6.7%	0-112	0.3%	97%	False	False	266,771

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-127
2.618	121-251
1.618	121-131
1.000	121-057
0.618	121-011
HIGH	120-257
0.618	120-211
0.500	120-197
0.382	120-183
LOW	120-137
0.618	120-063
1.000	120-017
1.618	119-263
2.618	119-143
4.250	118-267

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	120-197	120-167
PP	120-190	120-157
S1	120-184	120-148

Download as Excel Spreadsheet

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

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