ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	119-052	119-162	0-110	0.3%	118-310
High	119-185	119-275	0-090	0.2%	119-275
Low	119-025	119-160	0-135	0.4%	118-212
Close	119-120	119-265	0-145	0.4%	119-265
Range	0-160	0-115	-0-045	-28.1%	1-063
ATR	0-134	0-136	0-001	1.1%	0-000
Volume	503,149	653,846	150,697	30.0%	2,215,398

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-258	120-217	120-008
R3	120-143	120-102	119-297
R2	120-028	120-028	119-286
R1	119-307	119-307	119-276	120-008
PP	119-233	119-233	119-233	119-244
S1	119-192	119-192	119-254	119-212
S2	119-118	119-118	119-244
S3	119-003	119-077	119-233
S4	118-208	118-282	119-202

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-013	122-202	120-156
R3	121-270	121-139	120-050
R2	120-207	120-207	120-015
R1	120-076	120-076	119-300	120-142
PP	119-144	119-144	119-144	119-177
S1	119-013	119-013	119-230	119-078
S2	118-081	118-081	119-195
S3	117-018	117-270	119-160
S4	115-275	116-207	119-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-275	118-212	1-063	1.0%	0-132	0.3%	97%	True	False	443,079
10	119-275	118-212	1-063	1.0%	0-125	0.3%	97%	True	False	432,319
20	119-275	117-297	1-298	1.6%	0-127	0.3%	98%	True	False	449,171
40	119-275	116-110	3-165	2.9%	0-135	0.4%	99%	True	False	447,142
60	119-275	115-020	4-255	4.0%	0-149	0.4%	99%	True	False	352,396
80	119-275	113-120	6-155	5.4%	0-121	0.3%	100%	True	False	264,427

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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-124
2.618	120-256
1.618	120-141
1.000	120-070
0.618	120-026
HIGH	119-275
0.618	119-231
0.500	119-218
0.382	119-204
LOW	119-160
0.618	119-089
1.000	119-045
1.618	118-294
2.618	118-179
4.250	117-311

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	119-249	119-204
PP	119-233	119-144
S1	119-218	119-084

Download as Excel Spreadsheet

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

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