ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	119-150	119-140	-0-010	0.0%	118-290
High	119-180	119-140	-0-040	-0.1%	119-180
Low	119-120	119-110	-0-010	0.0%	118-250
Close	119-150	119-120	-0-030	-0.1%	119-150
Range	0-060	0-030	-0-030	-50.0%	0-250
ATR	0-088	0-084	-0-003	-3.9%	0-000
Volume	877	3,686	2,809	320.3%	4,664

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-213	119-197	119-136
R3	119-183	119-167	119-128
R2	119-153	119-153	119-126
R1	119-137	119-137	119-123	119-130
PP	119-123	119-123	119-123	119-120
S1	119-107	119-107	119-117	119-100
S2	119-093	119-093	119-114
S3	119-063	119-077	119-112
S4	119-033	119-047	119-104

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-103	119-288
R3	120-267	120-173	119-219
R2	120-017	120-017	119-196
R1	119-243	119-243	119-173	119-290
PP	119-087	119-087	119-087	119-110
S1	118-313	118-313	119-127	119-040
S2	118-157	118-157	119-104
S3	117-227	118-063	119-081
S4	116-297	117-133	119-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-180	118-270	0-230	0.6%	0-052	0.1%	74%	False	False	1,325
10	119-180	117-240	1-260	1.5%	0-083	0.2%	90%	False	False	1,122
20	119-180	117-030	2-150	2.1%	0-057	0.1%	92%	False	False	652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-009
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	119-268
2.618	119-219
1.618	119-189
1.000	119-170
0.618	119-159
HIGH	119-140
0.618	119-129
0.500	119-125
0.382	119-121
LOW	119-110
0.618	119-091
1.000	119-080
1.618	119-061
2.618	119-031
4.250	118-302

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	119-125	119-112
PP	119-123	119-103
S1	119-122	119-095

Download as Excel Spreadsheet

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

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