ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	120-235	120-235	0-000	0.0%	120-092
High	120-260	120-245	-0-015	0.0%	121-037
Low	120-180	120-055	-0-125	-0.3%	120-020
Close	120-222	120-140	-0-082	-0.2%	120-140
Range	0-080	0-190	0-110	137.5%	1-017
ATR	0-157	0-160	0-002	1.5%	0-000
Volume	62,494	44,768	-17,726	-28.4%	826,420

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-077	121-298	120-244
R3	121-207	121-108	120-192
R2	121-017	121-017	120-175
R1	120-238	120-238	120-157	120-192
PP	120-147	120-147	120-147	120-124
S1	120-048	120-048	120-123	120-002
S2	119-277	119-277	120-105
S3	119-087	119-178	120-088
S4	118-217	118-308	120-036

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-223	123-039	121-005
R3	122-206	122-022	120-233
R2	121-189	121-189	120-202
R1	121-005	121-005	120-171	121-097
PP	120-172	120-172	120-172	120-218
S1	119-308	119-308	120-109	120-080
S2	119-155	119-155	120-078
S3	118-138	118-291	120-047
S4	117-121	117-274	119-275

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%	0-166	0.4%	36%	False	False	165,284
10	121-070	120-020	1-050	1.0%	0-166	0.4%	32%	False	False	373,477
20	121-070	119-292	1-098	1.1%	0-152	0.4%	40%	False	False	399,154
40	121-070	117-297	3-093	2.7%	0-145	0.4%	76%	False	False	429,708
60	121-070	116-210	4-180	3.8%	0-138	0.4%	83%	False	False	433,418
80	121-070	115-140	5-250	4.8%	0-148	0.4%	86%	False	False	394,801
100	121-070	113-190	7-200	6.3%	0-134	0.3%	90%	False	False	316,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-092
2.618	122-102
1.618	121-232
1.000	121-115
0.618	121-042
HIGH	120-245
0.618	120-172
0.500	120-150
0.382	120-128
LOW	120-055
0.618	119-258
1.000	119-185
1.618	119-068
2.618	118-198
4.250	117-208

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	120-150	120-201
PP	120-147	120-181
S1	120-143	120-160

Download as Excel Spreadsheet

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

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