ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	119-310	119-300	-0-010	0.0%	119-200
High	120-010	120-050	0-040	0.1%	120-120
Low	119-250	119-120	-0-130	-0.3%	119-100
Close	119-300	119-200	-0-100	-0.3%	119-200
Range	0-080	0-250	0-170	212.5%	1-020
ATR	0-133	0-141	0-008	6.3%	0-000
Volume	510,343	439,161	-71,182	-13.9%	2,253,123

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-020	121-200	120-018
R3	121-090	120-270	119-269
R2	120-160	120-160	119-246
R1	120-020	120-020	119-223	119-285
PP	119-230	119-230	119-230	119-202
S1	119-090	119-090	119-177	119-035
S2	118-300	118-300	119-154
S3	118-050	118-160	119-131
S4	117-120	117-230	119-062

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-307	122-113	120-067
R3	121-287	121-093	119-294
R2	120-267	120-267	119-262
R1	120-073	120-073	119-231	120-050
PP	119-247	119-247	119-247	119-235
S1	119-053	119-053	119-169	119-030
S2	118-227	118-227	119-138
S3	117-207	118-033	119-106
S4	116-187	117-013	119-013

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%	0-182	0.5%	29%	False	False	450,624
10	120-160	119-100	1-060	1.0%	0-171	0.4%	26%	False	False	318,482
20	120-160	119-040	1-120	1.1%	0-138	0.4%	36%	False	False	166,202
40	120-160	117-030	3-130	2.8%	0-096	0.3%	74%	False	False	83,335

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

Fibonacci Retracements and Extensions
4.250	123-152
2.618	122-064
1.618	121-134
1.000	120-300
0.618	120-204
HIGH	120-050
0.618	119-274
0.500	119-245
0.382	119-216
LOW	119-120
0.618	118-286
1.000	118-190
1.618	118-036
2.618	117-106
4.250	116-018

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	119-245	119-275
PP	119-230	119-250
S1	119-215	119-225

Download as Excel Spreadsheet

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

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