ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	118-290	119-060	0-090	0.2%	118-020
High	118-310	119-100	0-110	0.3%	119-000
Low	118-250	119-030	0-100	0.3%	117-240
Close	118-240	119-070	0-150	0.4%	118-310
Range	0-060	0-070	0-010	16.7%	1-080
ATR	0-074	0-081	0-008	10.3%	0-000
Volume	1,723	149	-1,574	-91.4%	3,086

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-277	119-243	119-108
R3	119-207	119-173	119-089
R2	119-137	119-137	119-083
R1	119-103	119-103	119-076	119-120
PP	119-067	119-067	119-067	119-075
S1	119-033	119-033	119-064	119-050
S2	118-317	118-317	119-057
S3	118-247	118-283	119-051
S4	118-177	118-213	119-032

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	119-100	117-240	1-180	1.3%	0-104	0.3%	94%	True	False	879
10	119-100	117-240	1-180	1.3%	0-078	0.2%	94%	True	False	631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-078
2.618	119-283
1.618	119-213
1.000	119-170
0.618	119-143
HIGH	119-100
0.618	119-073
0.500	119-065
0.382	119-057
LOW	119-030
0.618	118-307
1.000	118-280
1.618	118-237
2.618	118-167
4.250	118-052

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	119-068	119-033
PP	119-067	118-317
S1	119-065	118-280

Download as Excel Spreadsheet

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

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