ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	118-155	118-232	0-077	0.2%	118-100
High	118-290	119-062	0-092	0.2%	119-062
Low	118-102	118-225	0-123	0.3%	117-297
Close	118-267	119-025	0-078	0.2%	119-025
Range	0-188	0-157	-0-031	-16.5%	1-085
ATR	0-137	0-139	0-001	1.0%	0-000
Volume	624,430	651,255	26,825	4.3%	2,395,007

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-148	120-084	119-111
R3	119-311	119-247	119-068
R2	119-154	119-154	119-054
R1	119-090	119-090	119-039	119-122
PP	118-317	118-317	118-317	119-014
S1	118-253	118-253	119-011	118-285
S2	118-160	118-160	118-316
S3	118-003	118-096	118-302
S4	117-166	117-259	118-259

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-170	122-022	119-248
R3	121-085	120-257	119-136
R2	120-000	120-000	119-099
R1	119-172	119-172	119-062	119-246
PP	118-235	118-235	118-235	118-272
S1	118-087	118-087	118-308	118-161
S2	117-150	117-150	118-271
S3	116-065	117-002	118-234
S4	114-300	115-237	118-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-062	117-297	1-085	1.1%	0-157	0.4%	91%	True	False	479,001
10	119-062	117-297	1-085	1.1%	0-129	0.3%	91%	True	False	466,023
20	119-062	116-235	2-147	2.1%	0-127	0.3%	95%	True	False	461,061
40	119-062	116-020	3-042	2.6%	0-152	0.4%	96%	True	False	417,333
60	119-062	113-240	5-142	4.6%	0-138	0.4%	98%	True	False	280,501
80	119-062	112-250	6-132	5.4%	0-105	0.3%	98%	True	False	210,399

Crabel Price Patterns
NR	True
NR4	True
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	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-089
2.618	120-153
1.618	119-316
1.000	119-219
0.618	119-159
HIGH	119-062
0.618	119-002
0.500	118-304
0.382	118-285
LOW	118-225
0.618	118-128
1.000	118-068
1.618	117-291
2.618	117-134
4.250	116-198

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	119-011	118-290
PP	118-317	118-235
S1	118-304	118-180

Download as Excel Spreadsheet

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

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