ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	120-102	120-290	0-188	0.5%	120-092
High	120-280	120-317	0-037	0.1%	121-037
Low	120-102	120-162	0-060	0.2%	120-020
Close	120-267	120-182	-0-085	-0.2%	120-140
Range	0-178	0-155	-0-023	-12.9%	1-017
ATR	0-161	0-161	0-000	-0.3%	0-000
Volume	32,078	21,306	-10,772	-33.6%	826,420

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-045	121-269	120-267
R3	121-210	121-114	120-225
R2	121-055	121-055	120-210
R1	120-279	120-279	120-196	120-250
PP	120-220	120-220	120-220	120-206
S1	120-124	120-124	120-168	120-094
S2	120-065	120-065	120-154
S3	119-230	119-289	120-139
S4	119-075	119-134	120-097

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	121-027	120-055	0-292	0.8%	0-160	0.4%	43%	False	False	51,028
10	121-070	120-020	1-050	1.0%	0-173	0.4%	44%	False	False	299,571
20	121-070	120-020	1-050	1.0%	0-155	0.4%	44%	False	False	357,715
40	121-070	117-297	3-093	2.7%	0-147	0.4%	80%	False	False	415,759
60	121-070	116-235	4-155	3.7%	0-139	0.4%	86%	False	False	418,887
80	121-070	115-310	5-080	4.4%	0-149	0.4%	88%	False	False	394,872
100	121-070	113-240	7-150	6.2%	0-136	0.4%	91%	False	False	316,768

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	True
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-016
2.618	122-083
1.618	121-248
1.000	121-152
0.618	121-093
HIGH	120-317
0.618	120-258
0.500	120-240
0.382	120-221
LOW	120-162
0.618	120-066
1.000	120-007
1.618	119-231
2.618	119-076
4.250	118-143

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	120-240	120-186
PP	120-220	120-185
S1	120-201	120-183

Download as Excel Spreadsheet

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

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