ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	120-235	120-102	-0-133	-0.3%	120-092
High	120-245	120-280	0-035	0.1%	121-037
Low	120-055	120-102	0-047	0.1%	120-020
Close	120-140	120-267	0-127	0.3%	120-140
Range	0-190	0-178	-0-012	-6.3%	1-017
ATR	0-160	0-161	0-001	0.8%	0-000
Volume	44,768	32,078	-12,690	-28.3%	826,420

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-110	122-047	121-045
R3	121-252	121-189	120-316
R2	121-074	121-074	120-300
R1	121-011	121-011	120-283	121-042
PP	120-216	120-216	120-216	120-232
S1	120-153	120-153	120-251	120-184
S2	120-038	120-038	120-234
S3	119-180	119-295	120-218
S4	119-002	119-117	120-169

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	120-055	0-302	0.8%	0-150	0.4%	70%	False	False	86,569
10	121-070	120-020	1-050	1.0%	0-174	0.5%	67%	False	False	348,293
20	121-070	119-292	1-098	1.1%	0-157	0.4%	71%	False	False	387,299
40	121-070	117-297	3-093	2.7%	0-147	0.4%	88%	False	False	423,131
60	121-070	116-210	4-180	3.8%	0-138	0.4%	92%	False	False	425,694
80	121-070	115-280	5-110	4.4%	0-149	0.4%	93%	False	False	395,037
100	121-070	113-240	7-150	6.2%	0-135	0.4%	95%	False	False	316,556

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-076
2.618	122-106
1.618	121-248
1.000	121-138
0.618	121-070
HIGH	120-280
0.618	120-212
0.500	120-191
0.382	120-170
LOW	120-102
0.618	119-312
1.000	119-244
1.618	119-134
2.618	118-276
4.250	117-306

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	120-242	120-234
PP	120-216	120-201
S1	120-191	120-168

Download as Excel Spreadsheet

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

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