ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	119-210	119-140	-0-070	-0.2%	119-140
High	119-240	119-220	-0-020	-0.1%	119-290
Low	119-150	119-140	-0-010	0.0%	119-040
Close	119-170	119-200	0-030	0.1%	119-200
Range	0-090	0-080	-0-010	-11.1%	0-250
ATR	0-090	0-089	-0-001	-0.8%	0-000
Volume	9,174	15,842	6,668	72.7%	41,196

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-107	120-073	119-244
R3	120-027	119-313	119-222
R2	119-267	119-267	119-215
R1	119-233	119-233	119-207	119-250
PP	119-187	119-187	119-187	119-195
S1	119-153	119-153	119-193	119-170
S2	119-107	119-107	119-185
S3	119-027	119-073	119-178
S4	118-267	118-313	119-156

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-287	121-173	120-018
R3	121-037	120-243	119-269
R2	120-107	120-107	119-246
R1	119-313	119-313	119-223	120-050
PP	119-177	119-177	119-177	119-205
S1	119-063	119-063	119-177	119-120
S2	118-247	118-247	119-154
S3	117-317	118-133	119-131
S4	117-067	117-203	119-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-290	119-040	0-250	0.7%	0-082	0.2%	64%	False	False	8,239
10	119-290	118-250	1-040	0.9%	0-070	0.2%	75%	False	False	4,586
20	119-290	117-240	2-050	1.8%	0-068	0.2%	87%	False	False	2,518

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	True
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-240
2.618	120-109
1.618	120-029
1.000	119-300
0.618	119-269
HIGH	119-220
0.618	119-189
0.500	119-180
0.382	119-171
LOW	119-140
0.618	119-091
1.000	119-060
1.618	119-011
2.618	118-251
4.250	118-120

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	119-193	119-215
PP	119-187	119-210
S1	119-180	119-205

Download as Excel Spreadsheet

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

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