ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	122-075	122-185	0-110	0.3%	121-300
High	122-285	123-135	0-170	0.4%	123-135
Low	121-300	122-175	0-195	0.5%	121-145
Close	122-250	123-065	0-135	0.3%	123-065
Range	0-305	0-280	-0-025	-8.2%	1-310
ATR	0-230	0-233	0-004	1.6%	0-000
Volume	1,309,413	1,431,773	122,360	9.3%	5,296,217

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-218	125-102	123-219
R3	124-258	124-142	123-142
R2	123-298	123-298	123-116
R1	123-182	123-182	123-091	123-240
PP	123-018	123-018	123-018	123-048
S1	122-222	122-222	123-039	122-280
S2	122-058	122-058	123-014
S3	121-098	121-262	122-308
S4	120-138	120-302	122-231

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-192	127-278	124-092
R3	126-202	125-288	123-238
R2	124-212	124-212	123-180
R1	123-298	123-298	123-123	124-095
PP	122-222	122-222	122-222	122-280
S1	121-308	121-308	123-007	122-105
S2	120-232	120-232	122-270
S3	118-242	119-318	122-212
S4	116-252	118-008	122-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-135	121-145	1-310	1.6%	0-254	0.6%	89%	True	False	1,059,243
10	123-135	121-145	1-310	1.6%	0-216	0.5%	89%	True	False	1,072,339
20	123-135	119-240	3-215	3.0%	0-214	0.5%	94%	True	False	1,063,197
40	123-135	118-260	4-195	3.7%	0-251	0.6%	95%	True	False	962,885
60	123-135	115-000	8-135	6.8%	0-261	0.7%	97%	True	False	645,249
80	123-135	113-150	9-305	8.1%	0-225	0.6%	98%	True	False	484,241
100	123-135	113-150	9-305	8.1%	0-184	0.5%	98%	True	False	387,419

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	0-053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-045
2.618	125-228
1.618	124-268
1.000	124-095
0.618	123-308
HIGH	123-135
0.618	123-028
0.500	122-315
0.382	122-282
LOW	122-175
0.618	122-002
1.000	121-215
1.618	121-042
2.618	120-082
4.250	118-265

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	123-042	122-303
PP	123-018	122-222
S1	122-315	122-140

Download as Excel Spreadsheet

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

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