ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	118-090	118-090	0-000	0.0%	117-140
High	118-090	118-110	0-020	0.1%	118-060
Low	118-090	118-090	0-000	0.0%	117-030
Close	118-090	118-140	0-050	0.1%	118-050
Range	0-000	0-020	0-020		1-030
ATR
Volume	62	170	108	174.2%	194

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-173	118-177	118-151
R3	118-153	118-157	118-146
R2	118-133	118-133	118-144
R1	118-137	118-137	118-142	118-135
PP	118-113	118-113	118-113	118-112
S1	118-117	118-117	118-138	118-115
S2	118-093	118-093	118-136
S3	118-073	118-097	118-134
S4	118-053	118-077	118-129

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-030	120-230	118-242
R3	120-000	119-200	118-146
R2	118-290	118-290	118-114
R1	118-170	118-170	118-082	118-230
PP	117-260	117-260	117-260	117-290
S1	117-140	117-140	118-018	117-200
S2	116-230	116-230	117-306
S3	115-200	116-110	117-274
S4	114-170	115-080	117-178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-110	117-200	0-230	0.6%	0-022	0.1%	113%	True	False	77
10	118-110	117-030	1-080	1.1%	0-020	0.1%	108%	True	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-195
2.618	118-162
1.618	118-142
1.000	118-130
0.618	118-122
HIGH	118-110
0.618	118-102
0.500	118-100
0.382	118-098
LOW	118-090
0.618	118-078
1.000	118-070
1.618	118-058
2.618	118-038
4.250	118-005

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	118-127	118-115
PP	118-113	118-090
S1	118-100	118-065

Download as Excel Spreadsheet

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

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