ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	118-040	117-240	-0-120	-0.3%	118-040
High	118-040	118-060	0-020	0.1%	118-110
Low	117-240	117-240	0-000	0.0%	118-020
Close	117-250	118-070	0-140	0.4%	118-020
Range	0-120	0-140	0-020	16.7%	0-090
ATR	0-056	0-062	0-006	10.8%	0-000
Volume	353	1,271	918	260.1%	1,421

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-117	119-073	118-147
R3	118-297	118-253	118-108
R2	118-157	118-157	118-096
R1	118-113	118-113	118-083	118-135
PP	118-017	118-017	118-017	118-028
S1	117-293	117-293	118-057	117-315
S2	117-197	117-197	118-044
S3	117-057	117-153	118-032
S4	116-237	117-013	117-313

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%	0-076	0.2%	79%	False	True	604
10	118-110	117-200	0-230	0.6%	0-049	0.1%	83%	False	False	341

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	0-000
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	120-015
2.618	119-107
1.618	118-287
1.000	118-200
0.618	118-147
HIGH	118-060
0.618	118-007
0.500	117-310
0.382	117-293
LOW	117-240
0.618	117-153
1.000	117-100
1.618	117-013
2.618	116-193
4.250	115-285

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	118-043	118-043
PP	118-017	118-017
S1	117-310	117-310

Download as Excel Spreadsheet

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

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