ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	121-012	120-230	-0-102	-0.3%	120-137
High	121-070	121-000	-0-070	-0.2%	120-300
Low	120-205	120-225	0-020	0.1%	120-049
Close	120-227	120-270	0-043	0.1%	120-055
Range	0-185	0-095	-0-090	-48.6%	0-251
ATR	0-152	0-148	-0-004	-2.7%	0-000
Volume	667,338	700,066	32,728	4.9%	2,023,239

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-237	121-188	121-002
R3	121-142	121-093	120-296
R2	121-047	121-047	120-287
R1	120-318	120-318	120-279	121-022
PP	120-272	120-272	120-272	120-284
S1	120-223	120-223	120-261	120-248
S2	120-177	120-177	120-253
S3	120-082	120-128	120-244
S4	119-307	120-033	120-218

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	121-070	120-049	1-021	0.9%	0-159	0.4%	65%	False	False	522,137
10	121-070	120-030	1-040	0.9%	0-144	0.4%	67%	False	False	451,186
20	121-070	119-160	1-230	1.4%	0-138	0.4%	78%	False	False	477,453
40	121-070	117-297	3-093	2.7%	0-132	0.3%	89%	False	False	461,768
60	121-070	116-020	5-050	4.3%	0-137	0.4%	93%	False	False	453,720
80	121-070	115-000	6-070	5.1%	0-147	0.4%	94%	False	False	375,540
100	121-070	113-030	8-040	6.7%	0-123	0.3%	95%	False	False	300,494

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	122-084
2.618	121-249
1.618	121-154
1.000	121-095
0.618	121-059
HIGH	121-000
0.618	120-284
0.500	120-272
0.382	120-261
LOW	120-225
0.618	120-166
1.000	120-130
1.618	120-071
2.618	119-296
4.250	119-141

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	120-272	120-294
PP	120-272	120-286
S1	120-271	120-278

Download as Excel Spreadsheet

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

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