ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	118-130	118-140	0-010	0.0%	118-020
High	118-200	119-000	0-120	0.3%	119-000
Low	118-130	118-140	0-010	0.0%	117-240
Close	118-150	118-310	0-160	0.4%	118-310
Range	0-070	0-180	0-110	157.1%	1-080
ATR	0-067	0-075	0-008	12.2%	0-000
Volume	1,084	168	-916	-84.5%	3,086

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-157	120-093	119-089
R3	119-297	119-233	119-040
R2	119-117	119-117	119-023
R1	119-053	119-053	119-006	119-085
PP	118-257	118-257	118-257	118-272
S1	118-193	118-193	118-294	118-225
S2	118-077	118-077	118-277
S3	117-217	118-013	118-260
S4	117-037	117-153	118-211

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-103	121-287	119-210
R3	121-023	120-207	119-100
R2	119-263	119-263	119-063
R1	119-127	119-127	119-027	119-195
PP	118-183	118-183	118-183	118-218
S1	118-047	118-047	118-273	118-115
S2	117-103	117-103	118-237
S3	116-023	116-287	118-200
S4	114-263	115-207	118-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-000	117-240	1-080	1.1%	0-112	0.3%	98%	True	False	617
10	119-000	117-240	1-080	1.1%	0-067	0.2%	98%	True	False	450

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 18 trading days

Fibonacci Retracements and Extensions
4.250	121-125
2.618	120-151
1.618	119-291
1.000	119-180
0.618	119-111
HIGH	119-000
0.618	118-251
0.500	118-230
0.382	118-209
LOW	118-140
0.618	118-029
1.000	117-280
1.618	117-169
2.618	116-309
4.250	116-015

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	118-283	118-247
PP	118-257	118-183
S1	118-230	118-120

Download as Excel Spreadsheet

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

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