ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	120-257	120-172	-0-085	-0.2%	120-095
High	120-257	120-225	-0-032	-0.1%	120-232
Low	120-137	120-142	0-005	0.0%	119-292
Close	120-177	120-160	-0-017	0.0%	120-054
Range	0-120	0-083	-0-037	-30.8%	0-260
ATR	0-140	0-136	-0-004	-2.9%	0-000
Volume	389,552	329,553	-59,999	-15.4%	2,225,079

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-105	121-055	120-206
R3	121-022	120-292	120-183
R2	120-259	120-259	120-175
R1	120-209	120-209	120-168	120-192
PP	120-176	120-176	120-176	120-167
S1	120-126	120-126	120-152	120-110
S2	120-093	120-093	120-145
S3	120-010	120-043	120-137
S4	119-247	119-280	120-114

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%	0-117	0.3%	55%	False	False	381,845
10	120-265	119-212	1-053	1.0%	0-124	0.3%	72%	False	False	427,662
20	120-265	118-212	2-053	1.8%	0-129	0.3%	85%	False	False	441,669
40	120-265	117-117	3-148	2.9%	0-127	0.3%	91%	False	False	455,432
60	120-265	116-020	4-245	4.0%	0-140	0.4%	93%	False	False	445,480
80	120-265	114-040	6-225	5.6%	0-140	0.4%	95%	False	False	337,559
100	120-265	112-250	8-015	6.7%	0-113	0.3%	96%	False	False	270,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-258
2.618	121-122
1.618	121-039
1.000	120-308
0.618	120-276
HIGH	120-225
0.618	120-193
0.500	120-184
0.382	120-174
LOW	120-142
0.618	120-091
1.000	120-059
1.618	120-008
2.618	119-245
4.250	119-109

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	120-184	120-195
PP	120-176	120-183
S1	120-168	120-172

Download as Excel Spreadsheet

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

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