ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	119-270	120-100	0-150	0.4%	119-210
High	120-130	120-160	0-030	0.1%	120-050
Low	119-270	119-290	0-020	0.1%	119-160
Close	120-080	119-310	-0-090	-0.2%	119-200
Range	0-180	0-190	0-010	5.6%	0-210
ATR	0-110	0-116	0-006	5.2%	0-000
Volume	43,314	138,920	95,606	220.7%	98,029

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-290	121-170	120-094
R3	121-100	120-300	120-042
R2	120-230	120-230	120-025
R1	120-110	120-110	120-007	120-075
PP	120-040	120-040	120-040	120-022
S1	119-240	119-240	119-293	119-205
S2	119-170	119-170	119-275
S3	118-300	119-050	119-258
S4	118-110	118-180	119-206

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	120-160	119-160	1-000	0.8%	0-164	0.4%	47%	True	False	63,511
10	120-160	119-140	1-020	0.9%	0-126	0.3%	50%	True	False	38,580
20	120-160	118-130	2-030	1.7%	0-102	0.3%	75%	True	False	20,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	123-008
2.618	122-017
1.618	121-147
1.000	121-030
0.618	120-277
HIGH	120-160
0.618	120-087
0.500	120-065
0.382	120-043
LOW	119-290
0.618	119-173
1.000	119-100
1.618	118-303
2.618	118-113
4.250	117-122

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	120-065	120-015
PP	120-040	120-007
S1	120-015	119-318

Download as Excel Spreadsheet

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

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