ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	119-010	119-150	0-140	0.4%	118-290
High	119-050	119-180	0-130	0.3%	119-180
Low	119-010	119-120	0-110	0.3%	118-250
Close	119-040	119-150	0-110	0.3%	119-150
Range	0-040	0-060	0-020	50.0%	0-250
ATR	0-084	0-088	0-004	4.8%	0-000
Volume	1,294	877	-417	-32.2%	4,664

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-010	119-300	119-183
R3	119-270	119-240	119-166
R2	119-210	119-210	119-161
R1	119-180	119-180	119-156	119-180
PP	119-150	119-150	119-150	119-150
S1	119-120	119-120	119-144	119-120
S2	119-090	119-090	119-139
S3	119-030	119-060	119-134
S4	118-290	119-000	119-117

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-103	119-288
R3	120-267	120-173	119-219
R2	120-017	120-017	119-196
R1	119-243	119-243	119-173	119-290
PP	119-087	119-087	119-087	119-110
S1	118-313	118-313	119-127	119-040
S2	118-157	118-157	119-104
S3	117-227	118-063	119-081
S4	116-297	117-133	119-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-180	118-250	0-250	0.7%	0-058	0.2%	88%	True	False	932
10	119-180	117-240	1-260	1.5%	0-085	0.2%	95%	True	False	775
20	119-180	117-030	2-150	2.1%	0-056	0.1%	96%	True	False	468

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	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-115
2.618	120-017
1.618	119-277
1.000	119-240
0.618	119-217
HIGH	119-180
0.618	119-157
0.500	119-150
0.382	119-143
LOW	119-120
0.618	119-083
1.000	119-060
1.618	119-023
2.618	118-283
4.250	118-185

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	119-150	119-122
PP	119-150	119-093
S1	119-150	119-065

Download as Excel Spreadsheet

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

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