ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	118-220	119-052	0-152	0.4%	119-072
High	119-060	119-185	0-125	0.3%	119-140
Low	118-212	119-025	0-133	0.4%	118-300
Close	119-042	119-120	0-078	0.2%	118-312
Range	0-168	0-160	-0-008	-4.8%	0-160
ATR	0-132	0-134	0-002	1.5%	0-000
Volume	376,514	503,149	126,635	33.6%	2,107,797

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-270	120-195	119-208
R3	120-110	120-035	119-164
R2	119-270	119-270	119-149
R1	119-195	119-195	119-135	119-232
PP	119-110	119-110	119-110	119-129
S1	119-035	119-035	119-105	119-072
S2	118-270	118-270	119-091
S3	118-110	118-195	119-076
S4	117-270	118-035	119-032

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	119-185	118-212	0-293	0.8%	0-133	0.3%	78%	True	False	387,339
10	119-185	118-212	0-293	0.8%	0-129	0.3%	78%	True	False	432,060
20	119-185	117-297	1-208	1.4%	0-126	0.3%	88%	True	False	446,083
40	119-185	116-020	3-165	2.9%	0-136	0.4%	94%	True	False	441,853
60	119-185	115-000	4-185	3.8%	0-151	0.4%	96%	True	False	341,569
80	119-185	113-030	6-155	5.4%	0-119	0.3%	97%	True	False	256,254

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-225
2.618	120-284
1.618	120-124
1.000	120-025
0.618	119-284
HIGH	119-185
0.618	119-124
0.500	119-105
0.382	119-086
LOW	119-025
0.618	118-246
1.000	118-185
1.618	118-086
2.618	117-246
4.250	116-305

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	119-115	119-093
PP	119-110	119-066
S1	119-105	119-038

Download as Excel Spreadsheet

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

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