ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	120-140	120-202	0-062	0.2%	120-137
High	120-210	121-050	0-160	0.4%	120-300
Low	120-120	120-197	0-077	0.2%	120-049
Close	120-185	120-317	0-132	0.3%	120-055
Range	0-090	0-173	0-083	92.2%	0-251
ATR	0-147	0-150	0-003	1.8%	0-000
Volume	283,920	508,522	224,602	79.1%	2,023,239

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-174	122-098	121-092
R3	122-001	121-245	121-045
R2	121-148	121-148	121-029
R1	121-072	121-072	121-013	121-110
PP	120-295	120-295	120-295	120-314
S1	120-219	120-219	120-301	120-257
S2	120-122	120-122	120-285
S3	119-269	120-046	120-269
S4	119-096	119-193	120-222

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	121-050	120-049	1-001	0.8%	0-155	0.4%	83%	True	False	401,168
10	121-050	120-030	1-020	0.9%	0-137	0.4%	84%	True	False	415,859
20	121-050	118-212	2-158	2.1%	0-140	0.4%	93%	True	False	453,066
40	121-050	117-297	3-073	2.7%	0-132	0.3%	95%	True	False	449,618
60	121-050	116-020	5-030	4.2%	0-138	0.4%	97%	True	False	446,828
80	121-050	114-170	6-200	5.5%	0-144	0.4%	98%	True	False	358,481
100	121-050	112-250	8-120	6.9%	0-120	0.3%	98%	True	False	286,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-145
2.618	122-183
1.618	122-010
1.000	121-223
0.618	121-157
HIGH	121-050
0.618	120-304
0.500	120-284
0.382	120-263
LOW	120-197
0.618	120-090
1.000	120-024
1.618	119-237
2.618	119-064
4.250	118-102

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	120-306	120-281
PP	120-295	120-245
S1	120-284	120-210

Download as Excel Spreadsheet

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

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