ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	119-300	119-210	-0-090	-0.2%	119-210
High	120-050	119-280	-0-090	-0.2%	120-050
Low	119-190	119-190	0-000	0.0%	119-160
Close	119-200	119-250	0-050	0.1%	119-200
Range	0-180	0-090	-0-090	-50.0%	0-210
ATR	0-104	0-103	-0-001	-1.0%	0-000
Volume	35,759	80,530	44,771	125.2%	98,029

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-190	120-150	119-300
R3	120-100	120-060	119-275
R2	120-010	120-010	119-266
R1	119-290	119-290	119-258	119-310
PP	119-240	119-240	119-240	119-250
S1	119-200	119-200	119-242	119-220
S2	119-150	119-150	119-234
S3	119-060	119-110	119-225
S4	118-290	119-020	119-200

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-233	121-107	119-316
R3	121-023	120-217	119-258
R2	120-133	120-133	119-238
R1	120-007	120-007	119-219	119-285
PP	119-243	119-243	119-243	119-222
S1	119-117	119-117	119-181	119-075
S2	119-033	119-033	119-162
S3	118-143	118-227	119-142
S4	117-253	118-017	119-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-050	119-160	0-210	0.5%	0-124	0.3%	43%	False	False	34,463
10	120-050	119-040	1-010	0.9%	0-110	0.3%	64%	False	False	21,606
20	120-050	117-240	2-130	2.0%	0-096	0.3%	84%	False	False	11,364

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	0-029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-022
2.618	120-196
1.618	120-106
1.000	120-050
0.618	120-016
HIGH	119-280
0.618	119-246
0.500	119-235
0.382	119-224
LOW	119-190
0.618	119-134
1.000	119-100
1.618	119-044
2.618	118-274
4.250	118-128

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	119-245	119-265
PP	119-240	119-260
S1	119-235	119-255

Download as Excel Spreadsheet

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

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