ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	120-110	119-310	-0-120	-0.3%	119-210
High	120-110	120-010	-0-100	-0.3%	120-160
Low	119-220	119-250	0-030	0.1%	119-140
Close	119-310	119-300	-0-010	0.0%	119-170
Range	0-210	0-080	-0-130	-61.9%	1-020
ATR	0-137	0-133	-0-004	-3.0%	0-000
Volume	445,128	510,343	65,215	14.7%	931,704

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-213	120-177	120-024
R3	120-133	120-097	120-002
R2	120-053	120-053	119-315
R1	120-017	120-017	119-307	119-315
PP	119-293	119-293	119-293	119-282
S1	119-257	119-257	119-293	119-235
S2	119-213	119-213	119-285
S3	119-133	119-177	119-278
S4	119-053	119-097	119-256

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	120-120	119-100	1-020	0.9%	0-180	0.5%	59%	False	False	448,913
10	120-160	119-100	1-060	1.0%	0-164	0.4%	53%	False	False	278,142
20	120-160	119-040	1-120	1.1%	0-128	0.3%	59%	False	False	144,288
40	120-160	117-030	3-130	2.8%	0-090	0.2%	83%	False	False	72,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	121-030
2.618	120-219
1.618	120-139
1.000	120-090
0.618	120-059
HIGH	120-010
0.618	119-299
0.500	119-290
0.382	119-281
LOW	119-250
0.618	119-201
1.000	119-170
1.618	119-121
2.618	119-041
4.250	118-230

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	119-297	120-010
PP	119-293	120-000
S1	119-290	119-310

Download as Excel Spreadsheet

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

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