ECBOT 5 Year T-Note Future September 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	119-067	118-310	-0-077	-0.2%	119-072
High	119-102	119-012	-0-090	-0.2%	119-140
Low	118-300	118-242	-0-058	-0.2%	118-300
Close	118-312	119-000	0-008	0.0%	118-312
Range	0-122	0-090	-0-032	-26.2%	0-160
ATR	0-133	0-130	-0-003	-2.3%	0-000
Volume	375,146	368,818	-6,328	-1.7%	2,107,797

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-248	119-214	119-050
R3	119-158	119-124	119-025
R2	119-068	119-068	119-016
R1	119-034	119-034	119-008	119-051
PP	118-298	118-298	118-298	118-306
S1	118-264	118-264	118-312	118-281
S2	118-208	118-208	118-304
S3	118-118	118-174	118-295
S4	118-028	118-084	118-270

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	118-242	0-218	0.6%	0-118	0.3%	36%	False	True	383,963
10	119-140	117-297	1-163	1.3%	0-140	0.4%	71%	False	False	457,646
20	119-140	117-277	1-183	1.3%	0-124	0.3%	72%	False	False	451,518
40	119-140	116-020	3-120	2.8%	0-138	0.4%	87%	False	False	447,617
60	119-140	114-170	4-290	4.1%	0-144	0.4%	91%	False	False	321,755
80	119-140	112-250	6-210	5.6%	0-114	0.3%	93%	False	False	241,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	120-074
2.618	119-248
1.618	119-158
1.000	119-102
0.618	119-068
HIGH	119-012
0.618	118-298
0.500	118-287
0.382	118-276
LOW	118-242
0.618	118-186
1.000	118-152
1.618	118-096
2.618	118-006
4.250	117-180

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	118-309	119-031
PP	118-298	119-021
S1	118-287	119-010

Download as Excel Spreadsheet

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

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