ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	120-092	120-267	0-175	0.5%	120-140
High	120-280	121-037	0-077	0.2%	121-070
Low	120-020	120-252	0-232	0.6%	120-024
Close	120-255	121-022	0-087	0.2%	120-037
Range	0-260	0-105	-0-155	-59.6%	1-046
ATR	0-165	0-161	-0-004	-2.6%	0-000
Volume	425,651	199,012	-226,639	-53.2%	2,908,354

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-312	121-272	121-080
R3	121-207	121-167	121-051
R2	121-102	121-102	121-041
R1	121-062	121-062	121-032	121-082
PP	120-317	120-317	120-317	121-007
S1	120-277	120-277	121-012	120-297
S2	120-212	120-212	121-003
S3	120-107	120-172	120-313
S4	120-002	120-067	120-284

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%	0-185	0.5%	87%	False	False	548,115
10	121-070	120-020	1-050	1.0%	0-170	0.4%	87%	False	False	474,641
20	121-070	119-212	1-178	1.3%	0-152	0.4%	90%	False	False	457,869
40	121-070	117-297	3-093	2.7%	0-139	0.4%	95%	False	False	455,610
60	121-070	116-200	4-190	3.8%	0-137	0.4%	97%	False	False	450,232
80	121-070	115-020	6-050	5.1%	0-147	0.4%	98%	False	False	392,550
100	121-070	113-190	7-200	6.3%	0-129	0.3%	98%	False	False	314,224

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	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-163
2.618	121-312
1.618	121-207
1.000	121-142
0.618	121-102
HIGH	121-037
0.618	120-317
0.500	120-304
0.382	120-292
LOW	120-252
0.618	120-187
1.000	120-147
1.618	120-082
2.618	119-297
4.250	119-126

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	121-010	120-291
PP	120-317	120-240
S1	120-304	120-188

Download as Excel Spreadsheet

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

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