ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	119-190	120-027	0-157	0.4%	119-200
High	120-030	120-067	0-037	0.1%	120-120
Low	119-150	119-227	0-077	0.2%	119-100
Close	120-020	119-247	-0-093	-0.2%	119-200
Range	0-200	0-160	-0-040	-20.0%	1-020
ATR	0-146	0-147	0-001	0.7%	0-000
Volume	512,532	391,034	-121,498	-23.7%	2,253,123

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-127	121-027	120-015
R3	120-287	120-187	119-291
R2	120-127	120-127	119-276
R1	120-027	120-027	119-262	119-317
PP	119-287	119-287	119-287	119-272
S1	119-187	119-187	119-232	119-157
S2	119-127	119-127	119-218
S3	118-287	119-027	119-203
S4	118-127	118-187	119-159

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	120-110	119-120	0-310	0.8%	0-180	0.5%	41%	False	False	459,639
10	120-160	119-100	1-060	1.0%	0-180	0.5%	39%	False	False	396,454
20	120-160	119-100	1-060	1.0%	0-148	0.4%	39%	False	False	210,990
40	120-160	117-030	3-130	2.8%	0-104	0.3%	79%	False	False	105,923

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	0-039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-107
2.618	121-166
1.618	121-006
1.000	120-227
0.618	120-166
HIGH	120-067
0.618	120-006
0.500	119-307
0.382	119-288
LOW	119-227
0.618	119-128
1.000	119-067
1.618	118-288
2.618	118-128
4.250	117-187

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	119-307	119-254
PP	119-287	119-251
S1	119-267	119-249

Download as Excel Spreadsheet

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

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