ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	119-250	119-240	-0-010	0.0%	119-140
High	119-290	120-020	0-050	0.1%	119-290
Low	119-210	119-160	-0-050	-0.1%	119-040
Close	119-230	119-300	0-070	0.2%	119-200
Range	0-080	0-180	0-100	125.0%	0-250
ATR	0-092	0-098	0-006	6.9%	0-000
Volume	23,892	19,036	-4,856	-20.3%	41,196

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-167	121-093	120-079
R3	120-307	120-233	120-030
R2	120-127	120-127	120-013
R1	120-053	120-053	119-316	120-090
PP	119-267	119-267	119-267	119-285
S1	119-193	119-193	119-284	119-230
S2	119-087	119-087	119-267
S3	118-227	119-013	119-250
S4	118-047	118-153	119-201

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	120-020	119-140	0-200	0.5%	0-106	0.3%	80%	True	False	15,622
10	120-020	119-040	0-300	0.8%	0-092	0.2%	87%	True	False	10,434
20	120-020	117-240	2-100	1.9%	0-089	0.2%	95%	True	False	5,614

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	0-023
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	122-145
2.618	121-171
1.618	120-311
1.000	120-200
0.618	120-131
HIGH	120-020
0.618	119-271
0.500	119-250
0.382	119-229
LOW	119-160
0.618	119-049
1.000	118-300
1.618	118-189
2.618	118-009
4.250	117-035

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	119-283	119-283
PP	119-267	119-267
S1	119-250	119-250

Download as Excel Spreadsheet

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

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