ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	118-155	118-140	-0-015	0.0%	116-302
High	118-190	118-187	-0-003	0.0%	118-015
Low	118-047	118-080	0-033	0.1%	116-235
Close	118-112	118-110	-0-002	0.0%	117-277
Range	0-143	0-107	-0-036	-25.2%	1-100
ATR	0-146	0-143	-0-003	-1.9%	0-000
Volume	533,434	592,089	58,655	11.0%	2,206,580

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-127	119-065	118-169
R3	119-020	118-278	118-139
R2	118-233	118-233	118-130
R1	118-171	118-171	118-120	118-148
PP	118-126	118-126	118-126	118-114
S1	118-064	118-064	118-100	118-042
S2	118-019	118-019	118-090
S3	117-232	117-277	118-081
S4	117-125	117-170	118-051

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-156	120-316	118-188
R3	120-056	119-216	118-072
R2	118-276	118-276	118-034
R1	118-116	118-116	117-316	118-196
PP	117-176	117-176	117-176	117-216
S1	117-016	117-016	117-238	117-096
S2	116-076	116-076	117-200
S3	114-296	115-236	117-162
S4	113-196	114-136	117-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-190	117-200	0-310	0.8%	0-127	0.3%	74%	False	False	474,380
10	118-190	116-235	1-275	1.6%	0-126	0.3%	87%	False	False	456,098
20	118-190	116-110	2-080	1.9%	0-143	0.4%	89%	False	False	445,113
40	118-190	115-020	3-170	3.0%	0-160	0.4%	93%	False	False	304,009
60	118-190	113-120	5-070	4.4%	0-119	0.3%	95%	False	False	202,846

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-002
2.618	119-147
1.618	119-040
1.000	118-294
0.618	118-253
HIGH	118-187
0.618	118-146
0.500	118-134
0.382	118-121
LOW	118-080
0.618	118-014
1.000	117-293
1.618	117-227
2.618	117-120
4.250	116-265

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	118-134	118-118
PP	118-126	118-116
S1	118-118	118-113

Download as Excel Spreadsheet

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

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