ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	120-050	119-200	-0-170	-0.4%	119-210
High	120-060	120-050	-0-010	0.0%	120-160
Low	119-140	119-100	-0-040	-0.1%	119-140
Close	119-170	120-020	0-170	0.4%	119-170
Range	0-240	0-270	0-030	12.5%	1-020
ATR	0-123	0-134	0-010	8.5%	0-000
Volume	430,606	501,675	71,069	16.5%	931,704

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-120	122-020	120-168
R3	121-170	121-070	120-094
R2	120-220	120-220	120-070
R1	120-120	120-120	120-045	120-170
PP	119-270	119-270	119-270	119-295
S1	119-170	119-170	119-315	119-220
S2	119-000	119-000	119-290
S3	118-050	118-220	119-266
S4	117-100	117-270	119-192

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	119-100	1-060	1.0%	0-196	0.5%	63%	False	True	270,569
10	120-160	119-100	1-060	1.0%	0-160	0.4%	63%	False	True	152,516
20	120-160	118-270	1-210	1.4%	0-117	0.3%	74%	False	False	78,777

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	0-042
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	123-238
2.618	122-117
1.618	121-167
1.000	121-000
0.618	120-217
HIGH	120-050
0.618	119-267
0.500	119-235
0.382	119-203
LOW	119-100
0.618	118-253
1.000	118-150
1.618	117-303
2.618	117-033
4.250	115-232

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	119-305	119-310
PP	119-270	119-280
S1	119-235	119-250

Download as Excel Spreadsheet

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

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