ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	119-200	120-030	0-150	0.4%	119-210
High	120-050	120-120	0-070	0.2%	120-160
Low	119-100	120-020	0-240	0.6%	119-140
Close	120-020	120-100	0-080	0.2%	119-170
Range	0-270	0-100	-0-170	-63.0%	1-020
ATR	0-134	0-132	-0-002	-1.8%	0-000
Volume	501,675	356,816	-144,859	-28.9%	931,704

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-060	121-020	120-155
R3	120-280	120-240	120-128
R2	120-180	120-180	120-118
R1	120-140	120-140	120-109	120-160
PP	120-080	120-080	120-080	120-090
S1	120-040	120-040	120-091	120-060
S2	119-300	119-300	120-082
S3	119-200	119-260	120-072
S4	119-100	119-160	120-045

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%	0-180	0.5%	84%	False	False	333,270
10	120-160	119-100	1-060	1.0%	0-161	0.4%	84%	False	False	186,888
20	120-160	118-270	1-210	1.4%	0-118	0.3%	89%	False	False	96,610

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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-225
2.618	121-062
1.618	120-282
1.000	120-220
0.618	120-182
HIGH	120-120
0.618	120-082
0.500	120-070
0.382	120-058
LOW	120-020
0.618	119-278
1.000	119-240
1.618	119-178
2.618	119-078
4.250	118-235

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	120-090	120-050
PP	120-080	120-000
S1	120-070	119-270

Download as Excel Spreadsheet

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

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