ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	119-210	119-300	0-090	0.2%	119-140
High	119-310	119-300	-0-010	0.0%	119-290
Low	119-210	119-210	0-000	0.0%	119-040
Close	120-010	119-240	-0-090	-0.2%	119-200
Range	0-100	0-090	-0-010	-10.0%	0-250
ATR	0-091	0-093	0-002	2.3%	0-000
Volume	6,242	13,100	6,858	109.9%	41,196

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-200	120-150	119-290
R3	120-110	120-060	119-265
R2	120-020	120-020	119-256
R1	119-290	119-290	119-248	119-270
PP	119-250	119-250	119-250	119-240
S1	119-200	119-200	119-232	119-180
S2	119-160	119-160	119-224
S3	119-070	119-110	119-215
S4	118-300	119-020	119-190

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	119-310	119-140	0-170	0.4%	0-088	0.2%	59%	False	False	10,544
10	119-310	118-270	1-040	0.9%	0-076	0.2%	81%	False	False	6,333
20	119-310	117-240	2-070	1.9%	0-077	0.2%	90%	False	False	3,482

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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-042
2.618	120-216
1.618	120-126
1.000	120-070
0.618	120-036
HIGH	119-300
0.618	119-266
0.500	119-255
0.382	119-244
LOW	119-210
0.618	119-154
1.000	119-120
1.618	119-064
2.618	118-294
4.250	118-148

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	119-255	119-235
PP	119-250	119-230
S1	119-245	119-225

Download as Excel Spreadsheet

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

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