ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	119-300	119-190	-0-110	-0.3%	119-200
High	120-050	120-030	-0-020	-0.1%	120-120
Low	119-120	119-150	0-030	0.1%	119-100
Close	119-200	120-020	0-140	0.4%	119-200
Range	0-250	0-200	-0-050	-20.0%	1-020
ATR	0-141	0-146	0-004	3.0%	0-000
Volume	439,161	512,532	73,371	16.7%	2,253,123

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-240	121-170	120-130
R3	121-040	120-290	120-075
R2	120-160	120-160	120-057
R1	120-090	120-090	120-038	120-125
PP	119-280	119-280	119-280	119-298
S1	119-210	119-210	120-002	119-245
S2	119-080	119-080	119-303
S3	118-200	119-010	119-285
S4	118-000	118-130	119-230

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	119-120	1-000	0.8%	0-168	0.4%	69%	False	False	452,796
10	120-160	119-100	1-060	1.0%	0-182	0.5%	63%	False	False	361,682
20	120-160	119-040	1-120	1.1%	0-146	0.4%	68%	False	False	191,644
40	120-160	117-030	3-130	2.8%	0-102	0.3%	87%	False	False	96,148

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-240
2.618	121-234
1.618	121-034
1.000	120-230
0.618	120-154
HIGH	120-030
0.618	119-274
0.500	119-250
0.382	119-226
LOW	119-150
0.618	119-026
1.000	118-270
1.618	118-146
2.618	117-266
4.250	116-260

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	119-310	119-308
PP	119-280	119-277
S1	119-250	119-245

Download as Excel Spreadsheet

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

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