ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	119-042	119-110	0-068	0.2%	118-100
High	119-140	119-140	0-000	0.0%	119-062
Low	119-020	119-010	-0-010	0.0%	117-297
Close	119-107	119-075	-0-032	-0.1%	119-025
Range	0-120	0-130	0-010	8.3%	1-085
ATR	0-134	0-134	0-000	-0.2%	0-000
Volume	466,394	391,324	-75,070	-16.1%	2,395,007

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-145	120-080	119-146
R3	120-015	119-270	119-111
R2	119-205	119-205	119-099
R1	119-140	119-140	119-087	119-108
PP	119-075	119-075	119-075	119-059
S1	119-010	119-010	119-063	118-298
S2	118-265	118-265	119-051
S3	118-135	118-200	119-039
S4	118-005	118-070	119-004

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	119-140	118-225	0-235	0.6%	0-125	0.3%	72%	True	False	476,781
10	119-140	117-297	1-163	1.3%	0-132	0.3%	87%	True	False	454,650
20	119-140	117-200	1-260	1.5%	0-125	0.3%	89%	True	False	467,082
40	119-140	116-020	3-120	2.8%	0-144	0.4%	94%	True	False	453,190
60	119-140	114-070	5-070	4.4%	0-143	0.4%	96%	True	False	309,375
80	119-140	112-250	6-210	5.6%	0-111	0.3%	97%	True	False	232,057

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-052
2.618	120-160
1.618	120-030
1.000	119-270
0.618	119-220
HIGH	119-140
0.618	119-090
0.500	119-075
0.382	119-060
LOW	119-010
0.618	118-250
1.000	118-200
1.618	118-120
2.618	117-310
4.250	117-098

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	119-075	119-071
PP	119-075	119-067
S1	119-075	119-062

Download as Excel Spreadsheet

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

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