ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	119-000	119-010	0-010	0.0%	118-020
High	119-010	119-050	0-040	0.1%	119-000
Low	118-270	119-010	0-060	0.2%	117-240
Close	118-290	119-040	0-070	0.2%	118-310
Range	0-060	0-040	-0-020	-33.3%	1-080
ATR	0-084	0-084	0-000	-0.3%	0-000
Volume	621	1,294	673	108.4%	3,086

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-153	119-137	119-062
R3	119-113	119-097	119-051
R2	119-073	119-073	119-047
R1	119-057	119-057	119-044	119-065
PP	119-033	119-033	119-033	119-038
S1	119-017	119-017	119-036	119-025
S2	118-313	118-313	119-033
S3	118-273	118-297	119-029
S4	118-233	118-257	119-018

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	118-140	0-280	0.7%	0-082	0.2%	79%	False	False	791
10	119-100	117-240	1-180	1.3%	0-086	0.2%	88%	False	False	795
20	119-100	117-030	2-070	1.9%	0-052	0.1%	92%	False	False	424

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	119-220
2.618	119-155
1.618	119-115
1.000	119-090
0.618	119-075
HIGH	119-050
0.618	119-035
0.500	119-030
0.382	119-025
LOW	119-010
0.618	118-305
1.000	118-290
1.618	118-265
2.618	118-225
4.250	118-160

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	119-037	119-035
PP	119-033	119-030
S1	119-030	119-025

Download as Excel Spreadsheet

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

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