ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	117-240	118-130	0-210	0.6%	118-040
High	118-060	118-200	0-140	0.4%	118-110
Low	117-240	118-130	0-210	0.6%	118-020
Close	118-070	118-150	0-080	0.2%	118-020
Range	0-140	0-070	-0-070	-50.0%	0-090
ATR	0-062	0-067	0-005	7.9%	0-000
Volume	1,271	1,084	-187	-14.7%	1,421

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-050	119-010	118-188
R3	118-300	118-260	118-169
R2	118-230	118-230	118-163
R1	118-190	118-190	118-156	118-210
PP	118-160	118-160	118-160	118-170
S1	118-120	118-120	118-144	118-140
S2	118-090	118-090	118-137
S3	118-020	118-050	118-131
S4	117-270	117-300	118-112

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	118-200	117-240	0-280	0.7%	0-090	0.2%	82%	True	False	800
10	118-200	117-240	0-280	0.7%	0-049	0.1%	82%	True	False	438

Crabel Price Patterns
NR	True
NR4	False
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	0-000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-178
2.618	119-063
1.618	118-313
1.000	118-270
0.618	118-243
HIGH	118-200
0.618	118-173
0.500	118-165
0.382	118-157
LOW	118-130
0.618	118-087
1.000	118-060
1.618	118-017
2.618	117-267
4.250	117-152

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	118-165	118-120
PP	118-160	118-090
S1	118-155	118-060

Download as Excel Spreadsheet

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

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