ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	120-020	120-050	0-030	0.1%	119-210
High	120-080	120-060	-0-020	-0.1%	120-160
Low	119-300	119-140	-0-160	-0.4%	119-140
Close	120-030	119-170	-0-180	-0.5%	119-170
Range	0-100	0-240	0-140	140.0%	1-020
ATR	0-115	0-123	0-009	7.8%	0-000
Volume	238,334	430,606	192,272	80.7%	931,704

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-310	121-160	119-302
R3	121-070	120-240	119-236
R2	120-150	120-150	119-214
R1	120-000	120-000	119-192	119-275
PP	119-230	119-230	119-230	119-208
S1	119-080	119-080	119-148	119-035
S2	118-310	118-310	119-126
S3	118-070	118-160	119-104
S4	117-150	117-240	119-038

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-003	122-107	120-037
R3	121-303	121-087	119-264
R2	120-283	120-283	119-232
R1	120-067	120-067	119-201	120-005
PP	119-263	119-263	119-263	119-232
S1	119-047	119-047	119-139	118-305
S2	118-243	118-243	119-108
S3	117-223	118-027	119-076
S4	116-203	117-007	118-303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-160	119-140	1-020	0.9%	0-160	0.4%	9%	False	True	186,340
10	120-160	119-140	1-020	0.9%	0-143	0.4%	9%	False	True	102,973
20	120-160	118-250	1-230	1.4%	0-106	0.3%	44%	False	False	53,779

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	0-032
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	123-120
2.618	122-048
1.618	121-128
1.000	120-300
0.618	120-208
HIGH	120-060
0.618	119-288
0.500	119-260
0.382	119-232
LOW	119-140
0.618	118-312
1.000	118-220
1.618	118-072
2.618	117-152
4.250	116-080

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	119-260	119-310
PP	119-230	119-263
S1	119-200	119-217

Download as Excel Spreadsheet

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

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