ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	120-282	120-092	-0-190	-0.5%	120-140
High	120-305	120-280	-0-025	-0.1%	121-070
Low	120-024	120-020	-0-004	0.0%	120-024
Close	120-037	120-255	0-218	0.6%	120-037
Range	0-281	0-260	-0-021	-7.5%	1-046
ATR	0-158	0-165	0-007	4.6%	0-000
Volume	748,508	425,651	-322,857	-43.1%	2,908,354

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-005	122-230	121-078
R3	122-065	121-290	121-006
R2	121-125	121-125	120-303
R1	121-030	121-030	120-279	121-078
PP	120-185	120-185	120-185	120-209
S1	120-090	120-090	120-231	120-138
S2	119-245	119-245	120-207
S3	118-305	119-150	120-184
S4	118-045	118-210	120-112

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	120-020	1-050	1.0%	0-199	0.5%	64%	False	True	610,017
10	121-070	120-020	1-050	1.0%	0-172	0.4%	64%	False	True	493,695
20	121-070	119-200	1-190	1.3%	0-155	0.4%	74%	False	False	469,870
40	121-070	117-297	3-093	2.7%	0-140	0.4%	87%	False	False	462,449
60	121-070	116-200	4-190	3.8%	0-138	0.4%	91%	False	False	458,034
80	121-070	115-020	6-050	5.1%	0-148	0.4%	93%	False	False	390,124
100	121-070	113-120	7-270	6.5%	0-128	0.3%	95%	False	False	312,235

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-105
2.618	123-001
1.618	122-061
1.000	121-220
0.618	121-121
HIGH	120-280
0.618	120-181
0.500	120-150
0.382	120-119
LOW	120-020
0.618	119-179
1.000	119-080
1.618	118-239
2.618	117-299
4.250	116-195

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	120-220	120-227
PP	120-185	120-198
S1	120-150	120-170

Download as Excel Spreadsheet

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

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