ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	120-230	120-282	0-052	0.1%	120-140
High	121-000	120-305	-0-015	0.0%	121-070
Low	120-225	120-024	-0-201	-0.5%	120-024
Close	120-270	120-037	-0-233	-0.6%	120-037
Range	0-095	0-281	0-186	195.8%	1-046
ATR	0-148	0-158	0-009	6.4%	0-000
Volume	700,066	748,508	48,442	6.9%	2,908,354

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-005	122-142	120-192
R3	122-044	121-181	120-114
R2	121-083	121-083	120-089
R1	120-220	120-220	120-063	120-171
PP	120-122	120-122	120-122	120-098
S1	119-259	119-259	120-011	119-210
S2	119-161	119-161	119-305
S3	118-200	118-298	119-280
S4	117-239	118-017	119-202

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-288	123-049	120-238
R3	122-242	122-003	120-138
R2	121-196	121-196	120-104
R1	120-277	120-277	120-071	120-214
PP	120-150	120-150	120-150	120-119
S1	119-231	119-231	120-003	119-168
S2	119-104	119-104	119-290
S3	118-058	118-185	119-256
S4	117-012	117-139	119-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-070	120-024	1-046	1.0%	0-165	0.4%	4%	False	True	581,670
10	121-070	120-024	1-046	1.0%	0-160	0.4%	4%	False	True	493,159
20	121-070	119-192	1-198	1.3%	0-146	0.4%	32%	False	False	482,186
40	121-070	117-297	3-093	2.7%	0-136	0.4%	66%	False	False	465,678
60	121-070	116-110	4-280	4.1%	0-139	0.4%	77%	False	False	458,823
80	121-070	115-020	6-050	5.1%	0-148	0.4%	82%	False	False	384,844
100	121-070	113-120	7-270	6.5%	0-126	0.3%	86%	False	False	307,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 59 trading days

Fibonacci Retracements and Extensions
4.250	124-219
2.618	123-081
1.618	122-120
1.000	121-266
0.618	121-159
HIGH	120-305
0.618	120-198
0.500	120-164
0.382	120-131
LOW	120-024
0.618	119-170
1.000	119-063
1.618	118-209
2.618	117-248
4.250	116-110

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	120-164	120-207
PP	120-122	120-150
S1	120-080	120-094

Download as Excel Spreadsheet

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

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