ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	121-027	120-235	-0-112	-0.3%	120-140
High	121-027	120-260	-0-087	-0.2%	121-070
Low	120-150	120-180	0-030	0.1%	120-024
Close	120-232	120-222	-0-010	0.0%	120-037
Range	0-197	0-080	-0-117	-59.4%	1-046
ATR	0-163	0-157	-0-006	-3.6%	0-000
Volume	94,495	62,494	-32,001	-33.9%	2,908,354

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-141	121-101	120-266
R3	121-061	121-021	120-244
R2	120-301	120-301	120-237
R1	120-261	120-261	120-229	120-241
PP	120-221	120-221	120-221	120-210
S1	120-181	120-181	120-215	120-161
S2	120-141	120-141	120-207
S3	120-061	120-101	120-200
S4	119-301	120-021	120-178

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	121-037	120-020	1-017	0.9%	0-185	0.5%	60%	False	False	306,032
10	121-070	120-020	1-050	1.0%	0-172	0.4%	55%	False	False	414,084
20	121-070	119-287	1-103	1.1%	0-151	0.4%	60%	False	False	422,761
40	121-070	117-297	3-093	2.7%	0-142	0.4%	84%	False	False	439,060
60	121-070	116-200	4-190	3.8%	0-139	0.4%	89%	False	False	439,763
80	121-070	115-140	5-250	4.8%	0-147	0.4%	91%	False	False	394,317
100	121-070	113-190	7-200	6.3%	0-132	0.3%	93%	False	False	315,790

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	121-280
2.618	121-149
1.618	121-069
1.000	121-020
0.618	120-309
HIGH	120-260
0.618	120-229
0.500	120-220
0.382	120-211
LOW	120-180
0.618	120-131
1.000	120-100
1.618	120-051
2.618	119-291
4.250	119-160

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	120-221	120-254
PP	120-221	120-243
S1	120-220	120-232

Download as Excel Spreadsheet

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

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