ECBOT 5 Year T-Note Future December 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	118-070	118-110	0-040	0.1%	118-040
High	118-070	118-110	0-040	0.1%	118-110
Low	118-070	118-040	-0-030	-0.1%	118-020
Close	118-110	118-020	-0-090	-0.2%	118-020
Range	0-000	0-070	0-070		0-090
ATR
Volume	104	1,083	979	941.3%	1,421

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-267	118-213	118-058
R3	118-197	118-143	118-039
R2	118-127	118-127	118-033
R1	118-073	118-073	118-026	118-065
PP	118-057	118-057	118-057	118-052
S1	118-003	118-003	118-014	117-315
S2	117-307	117-307	118-007
S3	117-237	117-253	118-001
S4	117-167	117-183	117-302

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-260	118-070
R3	118-230	118-170	118-045
R2	118-140	118-140	118-036
R1	118-080	118-080	118-028	118-065
PP	118-050	118-050	118-050	118-042
S1	117-310	117-310	118-012	117-295
S2	117-280	117-280	118-004
S3	117-190	117-220	117-315
S4	117-100	117-130	117-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-110	118-020	0-090	0.2%	0-022	0.1%	0%	True	False	284
10	118-110	117-030	1-080	1.1%	0-026	0.1%	78%	True	False	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-088
2.618	118-293
1.618	118-223
1.000	118-180
0.618	118-153
HIGH	118-110
0.618	118-083
0.500	118-075
0.382	118-067
LOW	118-040
0.618	117-317
1.000	117-290
1.618	117-247
2.618	117-177
4.250	117-062

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	118-075	118-075
PP	118-057	118-057
S1	118-038	118-038

Download as Excel Spreadsheet

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

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