ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	119-260	119-205	-0-055	-0.1%	118-310
High	119-267	120-055	0-108	0.3%	119-275
Low	119-192	119-200	0-008	0.0%	118-212
Close	119-197	120-022	0-145	0.4%	119-265
Range	0-075	0-175	0-100	133.3%	1-063
ATR	0-131	0-135	0-003	2.5%	0-000
Volume	671,974	439,033	-232,941	-34.7%	2,215,398

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-191	121-121	120-118
R3	121-016	120-266	120-070
R2	120-161	120-161	120-054
R1	120-091	120-091	120-038	120-126
PP	119-306	119-306	119-306	120-003
S1	119-236	119-236	120-006	119-271
S2	119-131	119-131	119-310
S3	118-276	119-061	119-294
S4	118-101	118-206	119-246

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	120-055	118-212	1-163	1.3%	0-139	0.4%	93%	True	False	528,903
10	120-055	118-212	1-163	1.3%	0-128	0.3%	93%	True	False	455,926
20	120-055	117-297	2-078	1.9%	0-127	0.3%	95%	True	False	453,351
40	120-055	116-200	3-175	3.0%	0-130	0.3%	97%	True	False	446,414
60	120-055	115-020	5-035	4.3%	0-146	0.4%	98%	True	False	370,777
80	120-055	113-190	6-185	5.5%	0-124	0.3%	98%	True	False	278,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	122-159
2.618	121-193
1.618	121-018
1.000	120-230
0.618	120-163
HIGH	120-055
0.618	119-308
0.500	119-288
0.382	119-267
LOW	119-200
0.618	119-092
1.000	119-025
1.618	118-237
2.618	118-062
4.250	117-096

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	120-004	119-317
PP	119-306	119-292
S1	119-288	119-268

Download as Excel Spreadsheet

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

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