ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	119-210	119-270	0-060	0.2%	119-210
High	119-280	120-130	0-170	0.4%	120-050
Low	119-190	119-270	0-080	0.2%	119-160
Close	119-250	120-080	0-150	0.4%	119-200
Range	0-090	0-180	0-090	100.0%	0-210
ATR	0-103	0-110	0-007	6.7%	0-000
Volume	80,530	43,314	-37,216	-46.2%	98,029

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-273	121-197	120-179
R3	121-093	121-017	120-130
R2	120-233	120-233	120-113
R1	120-157	120-157	120-096	120-195
PP	120-053	120-053	120-053	120-072
S1	119-297	119-297	120-064	120-015
S2	119-193	119-193	120-047
S3	119-013	119-117	120-030
S4	118-153	118-257	119-301

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	120-130	119-160	0-290	0.8%	0-142	0.4%	83%	True	False	40,506
10	120-130	119-140	0-310	0.8%	0-115	0.3%	84%	True	False	25,525
20	120-130	117-240	2-210	2.2%	0-100	0.3%	94%	True	False	13,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-255
2.618	121-281
1.618	121-101
1.000	120-310
0.618	120-241
HIGH	120-130
0.618	120-061
0.500	120-040
0.382	120-019
LOW	119-270
0.618	119-159
1.000	119-090
1.618	118-299
2.618	118-119
4.250	117-145

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	120-067	120-053
PP	120-053	120-027
S1	120-040	120-000

Download as Excel Spreadsheet

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

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