ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	119-140	119-120	-0-020	-0.1%	118-290
High	119-140	119-170	0-030	0.1%	119-180
Low	119-110	119-040	-0-070	-0.2%	118-250
Close	119-120	119-170	0-050	0.1%	119-150
Range	0-030	0-130	0-100	333.3%	0-250
ATR	0-084	0-088	0-003	3.9%	0-000
Volume	3,686	4,129	443	12.0%	4,664

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-197	120-153	119-242
R3	120-067	120-023	119-206
R2	119-257	119-257	119-194
R1	119-213	119-213	119-182	119-235
PP	119-127	119-127	119-127	119-138
S1	119-083	119-083	119-158	119-105
S2	118-317	118-317	119-146
S3	118-187	118-273	119-134
S4	118-057	118-143	119-098

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%	0-064	0.2%	96%	False	False	2,121
10	119-180	117-240	1-260	1.5%	0-084	0.2%	98%	False	False	1,500
20	119-180	117-030	2-150	2.1%	0-061	0.2%	99%	False	False	857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-082
2.618	120-190
1.618	120-060
1.000	119-300
0.618	119-250
HIGH	119-170
0.618	119-120
0.500	119-105
0.382	119-090
LOW	119-040
0.618	118-280
1.000	118-230
1.618	118-150
2.618	118-020
4.250	117-128

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	119-148	119-150
PP	119-127	119-130
S1	119-105	119-110

Download as Excel Spreadsheet

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

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