ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	120-227	120-140	-0-087	-0.2%	120-137
High	120-300	120-210	-0-090	-0.2%	120-300
Low	120-049	120-120	0-071	0.2%	120-049
Close	120-055	120-185	0-130	0.3%	120-055
Range	0-251	0-090	-0-161	-64.1%	0-251
ATR	0-147	0-147	0-001	0.4%	0-000
Volume	450,841	283,920	-166,921	-37.0%	2,023,239

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-122	121-083	120-234
R3	121-032	120-313	120-210
R2	120-262	120-262	120-202
R1	120-223	120-223	120-193	120-242
PP	120-172	120-172	120-172	120-181
S1	120-133	120-133	120-177	120-152
S2	120-082	120-082	120-168
S3	119-312	120-043	120-160
S4	119-222	119-273	120-136

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%	0-144	0.4%	54%	False	False	377,374
10	120-300	119-292	1-008	0.9%	0-139	0.4%	65%	False	False	426,306
20	120-300	118-212	2-088	1.9%	0-138	0.4%	84%	False	False	443,293
40	120-300	117-277	3-023	2.5%	0-131	0.3%	88%	False	False	447,405
60	120-300	116-020	4-280	4.0%	0-138	0.4%	93%	False	False	446,175
80	120-300	114-170	6-130	5.3%	0-143	0.4%	94%	False	False	352,139
100	120-300	112-250	8-050	6.8%	0-118	0.3%	96%	False	False	281,744

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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-272
2.618	121-126
1.618	121-036
1.000	120-300
0.618	120-266
HIGH	120-210
0.618	120-176
0.500	120-165
0.382	120-154
LOW	120-120
0.618	120-064
1.000	120-030
1.618	119-294
2.618	119-204
4.250	119-058

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	120-178	120-182
PP	120-172	120-178
S1	120-165	120-174

Download as Excel Spreadsheet

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

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