ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	122-235	122-115	-0-120	-0.3%	121-195
High	122-275	122-150	-0-125	-0.3%	123-010
Low	122-110	121-265	-0-165	-0.4%	121-160
Close	122-140	122-050	-0-090	-0.2%	122-100
Range	0-165	0-205	0-040	24.2%	1-170
ATR	0-233	0-231	-0-002	-0.9%	0-000
Volume	949,430	870,461	-78,969	-8.3%	5,781,191

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-023	123-242	122-163
R3	123-138	123-037	122-106
R2	122-253	122-253	122-088
R1	122-152	122-152	122-069	122-100
PP	122-048	122-048	122-048	122-022
S1	121-267	121-267	122-031	121-215
S2	121-163	121-163	122-012
S3	120-278	121-062	121-314
S4	120-073	120-177	121-257

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-280	126-040	123-050
R3	125-110	124-190	122-235
R2	123-260	123-260	122-190
R1	123-020	123-020	122-145	123-140
PP	122-090	122-090	122-090	122-150
S1	121-170	121-170	122-055	121-290
S2	120-240	120-240	122-010
S3	119-070	120-000	121-285
S4	117-220	118-150	121-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-010	121-265	1-065	1.0%	0-195	0.5%	27%	False	True	1,087,443
10	123-010	121-035	1-295	1.6%	0-202	0.5%	54%	False	False	1,115,044
20	123-010	119-235	3-095	2.7%	0-225	0.6%	73%	False	False	1,035,501
40	123-010	117-140	5-190	4.6%	0-254	0.6%	84%	False	False	805,084
60	123-010	114-260	8-070	6.7%	0-252	0.6%	89%	False	False	538,211
80	123-010	113-150	9-180	7.8%	0-211	0.5%	91%	False	False	403,884
100	123-010	113-150	9-180	7.8%	0-170	0.4%	91%	False	False	323,125

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	0-052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-061
2.618	124-047
1.618	123-162
1.000	123-035
0.618	122-277
HIGH	122-150
0.618	122-072
0.500	122-048
0.382	122-023
LOW	121-265
0.618	121-138
1.000	121-060
1.618	120-253
2.618	120-048
4.250	119-034

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	122-049	122-110
PP	122-048	122-090
S1	122-048	122-070

Download as Excel Spreadsheet

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

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