ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	119-110	119-067	-0-043	-0.1%	119-072
High	119-140	119-102	-0-038	-0.1%	119-140
Low	119-010	118-300	-0-030	-0.1%	118-300
Close	119-075	118-312	-0-083	-0.2%	118-312
Range	0-130	0-122	-0-008	-6.2%	0-160
ATR	0-134	0-133	-0-001	-0.6%	0-000
Volume	391,324	375,146	-16,178	-4.1%	2,107,797

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-071	119-313	119-059
R3	119-269	119-191	119-026
R2	119-147	119-147	119-014
R1	119-069	119-069	119-003	119-047
PP	119-025	119-025	119-025	119-014
S1	118-267	118-267	118-301	118-245
S2	118-223	118-223	118-290
S3	118-101	118-145	118-278
S4	117-299	118-023	118-245

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-197	120-095	119-080
R3	120-037	119-255	119-036
R2	119-197	119-197	119-021
R1	119-095	119-095	119-007	119-066
PP	119-037	119-037	119-037	119-023
S1	118-255	118-255	118-297	118-226
S2	118-197	118-197	118-283
S3	118-037	118-095	118-268
S4	117-197	117-255	118-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	118-300	0-160	0.4%	0-118	0.3%	8%	False	True	421,559
10	119-140	117-297	1-163	1.3%	0-138	0.4%	69%	False	False	450,280
20	119-140	117-200	1-260	1.5%	0-126	0.3%	74%	False	False	456,996
40	119-140	116-020	3-120	2.8%	0-142	0.4%	86%	False	False	453,568
60	119-140	114-070	5-070	4.4%	0-143	0.4%	91%	False	False	315,609
80	119-140	112-250	6-210	5.6%	0-112	0.3%	93%	False	False	236,746

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	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-300
2.618	120-101
1.618	119-299
1.000	119-224
0.618	119-177
HIGH	119-102
0.618	119-055
0.500	119-041
0.382	119-027
LOW	118-300
0.618	118-225
1.000	118-178
1.618	118-103
2.618	117-301
4.250	117-102

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	119-041	119-060
PP	119-025	119-037
S1	119-008	119-015

Download as Excel Spreadsheet

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

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