ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	118-020	118-040	0-020	0.1%	118-040
High	118-020	118-040	0-020	0.1%	118-110
Low	117-290	117-240	-0-050	-0.1%	118-020
Close	118-030	117-250	-0-100	-0.3%	118-020
Range	0-050	0-120	0-070	140.0%	0-090
ATR	0-051	0-056	0-005	9.8%	0-000
Volume	210	353	143	68.1%	1,421

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-003	118-247	117-316
R3	118-203	118-127	117-283
R2	118-083	118-083	117-272
R1	118-007	118-007	117-261	117-305
PP	117-283	117-283	117-283	117-272
S1	117-207	117-207	117-239	117-185
S2	117-163	117-163	117-228
S3	117-043	117-087	117-217
S4	116-243	116-287	117-184

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	117-240	0-190	0.5%	0-052	0.1%	5%	False	True	384
10	118-110	117-030	1-080	1.1%	0-038	0.1%	55%	False	False	214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	119-230
2.618	119-034
1.618	118-234
1.000	118-160
0.618	118-114
HIGH	118-040
0.618	117-314
0.500	117-300
0.382	117-286
LOW	117-240
0.618	117-166
1.000	117-120
1.618	117-046
2.618	116-246
4.250	116-050

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	117-300	118-015
PP	117-283	117-307
S1	117-267	117-278

Download as Excel Spreadsheet

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

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