ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	119-060	119-000	-0-060	-0.2%	118-020
High	119-100	119-010	-0-090	-0.2%	119-000
Low	119-030	118-270	-0-080	-0.2%	117-240
Close	119-070	118-290	-0-100	-0.3%	118-310
Range	0-070	0-060	-0-010	-14.3%	1-080
ATR	0-081	0-084	0-003	3.4%	0-000
Volume	149	621	472	316.8%	3,086

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-157	119-123	119-003
R3	119-097	119-063	118-306
R2	119-037	119-037	118-301
R1	119-003	119-003	118-296	118-310
PP	118-297	118-297	118-297	118-290
S1	118-263	118-263	118-284	118-250
S2	118-237	118-237	118-279
S3	118-177	118-203	118-274
S4	118-117	118-143	118-257

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	118-130	0-290	0.8%	0-088	0.2%	55%	False	False	749
10	119-100	117-240	1-180	1.3%	0-082	0.2%	74%	False	False	676
20	119-100	117-030	2-070	1.9%	0-051	0.1%	82%	False	False	363

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	0-006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-265
2.618	119-167
1.618	119-107
1.000	119-070
0.618	119-047
HIGH	119-010
0.618	118-307
0.500	118-300
0.382	118-293
LOW	118-270
0.618	118-233
1.000	118-210
1.618	118-173
2.618	118-113
4.250	118-015

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	118-300	119-015
PP	118-297	119-000
S1	118-293	118-305

Download as Excel Spreadsheet

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

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