ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	120-167	120-227	0-060	0.2%	120-137
High	120-270	120-300	0-030	0.1%	120-300
Low	120-092	120-049	-0-043	-0.1%	120-049
Close	120-235	120-055	-0-180	-0.5%	120-055
Range	0-178	0-251	0-073	41.0%	0-251
ATR	0-139	0-147	0-008	5.8%	0-000
Volume	433,006	450,841	17,835	4.1%	2,023,239

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-248	122-082	120-193
R3	121-317	121-151	120-124
R2	121-066	121-066	120-101
R1	120-220	120-220	120-078	120-178
PP	120-135	120-135	120-135	120-113
S1	119-289	119-289	120-032	119-246
S2	119-204	119-204	120-009
S3	118-273	119-038	119-306
S4	118-022	118-107	119-237

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-248	122-082	120-193
R3	121-317	121-151	120-124
R2	121-066	121-066	120-101
R1	120-220	120-220	120-078	120-178
PP	120-135	120-135	120-135	120-113
S1	119-289	119-289	120-032	119-246
S2	119-204	119-204	120-009
S3	118-273	119-038	119-306
S4	118-022	118-107	119-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-300	120-049	0-251	0.7%	0-154	0.4%	2%	True	True	404,647
10	120-300	119-292	1-008	0.9%	0-138	0.4%	25%	True	False	424,831
20	120-300	118-212	2-088	1.9%	0-138	0.4%	66%	True	False	447,538
40	120-300	117-200	3-100	2.8%	0-132	0.3%	77%	True	False	452,267
60	120-300	116-020	4-280	4.1%	0-140	0.4%	84%	True	False	451,558
80	120-300	114-070	6-230	5.6%	0-142	0.4%	89%	True	False	348,592
100	120-300	112-250	8-050	6.8%	0-118	0.3%	91%	True	False	278,904

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	124-087
2.618	122-317
1.618	122-066
1.000	121-231
0.618	121-135
HIGH	120-300
0.618	120-204
0.500	120-174
0.382	120-145
LOW	120-049
0.618	119-214
1.000	119-118
1.618	118-283
2.618	118-032
4.250	116-262

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	120-174	120-174
PP	120-135	120-135
S1	120-095	120-095

Download as Excel Spreadsheet

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

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