ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	118-110	118-020	-0-090	-0.2%	118-040
High	118-110	118-020	-0-090	-0.2%	118-110
Low	118-040	117-290	-0-070	-0.2%	118-020
Close	118-020	118-030	0-010	0.0%	118-020
Range	0-070	0-050	-0-020	-28.6%	0-090
ATR	0-000	0-051	0-051		0-000
Volume	1,083	210	-873	-80.6%	1,421

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-157	118-143	118-058
R3	118-107	118-093	118-044
R2	118-057	118-057	118-039
R1	118-043	118-043	118-035	118-050
PP	118-007	118-007	118-007	118-010
S1	117-313	117-313	118-025	118-000
S2	117-277	117-277	118-021
S3	117-227	117-263	118-016
S4	117-177	117-213	118-002

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-260	118-070
R3	118-230	118-170	118-045
R2	118-140	118-140	118-036
R1	118-080	118-080	118-028	118-065
PP	118-050	118-050	118-050	118-042
S1	117-310	117-310	118-012	117-295
S2	117-280	117-280	118-004
S3	117-190	117-220	117-315
S4	117-100	117-130	117-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-110	117-290	0-140	0.4%	0-028	0.1%	43%	False	True	325
10	118-110	117-030	1-080	1.1%	0-031	0.1%	80%	False	False	181

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	True
Bull Hook	False
Stretch	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-232
2.618	118-151
1.618	118-101
1.000	118-070
0.618	118-051
HIGH	118-020
0.618	118-001
0.500	117-315
0.382	117-309
LOW	117-290
0.618	117-259
1.000	117-240
1.618	117-209
2.618	117-159
4.250	117-078

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	118-018	118-040
PP	118-007	118-037
S1	117-315	118-033

Download as Excel Spreadsheet

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

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