ECBOT 10 Year T-Note Future September 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	123-140	124-005	0-185	0.5%	122-220
High	124-055	124-080	0-025	0.1%	123-285
Low	123-130	123-180	0-050	0.1%	122-065
Close	123-315	123-200	-0-115	-0.3%	123-260
Range	0-245	0-220	-0-025	-10.2%	1-220
ATR	0-218	0-218	0-000	0.1%	0-000
Volume	937,436	980,998	43,562	4.6%	5,322,421

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-280	125-140	124-001
R3	125-060	124-240	123-260
R2	124-160	124-160	123-240
R1	124-020	124-020	123-220	123-300
PP	123-260	123-260	123-260	123-240
S1	123-120	123-120	123-180	123-080
S2	123-040	123-040	123-160
S3	122-140	122-220	123-140
S4	121-240	122-000	123-079

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-117	127-248	124-237
R3	126-217	126-028	124-088
R2	124-317	124-317	124-039
R1	124-128	124-128	123-310	124-222
PP	123-097	123-097	123-097	123-144
S1	122-228	122-228	123-210	123-002
S2	121-197	121-197	123-161
S3	119-297	121-008	123-112
S4	118-077	119-108	122-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-080	122-245	1-155	1.2%	0-207	0.5%	58%	True	False	1,097,459
10	124-080	122-065	2-015	1.7%	0-204	0.5%	69%	True	False	1,055,007
20	124-080	121-145	2-255	2.3%	0-211	0.5%	78%	True	False	1,038,103
40	124-080	119-235	4-165	3.7%	0-217	0.5%	86%	True	False	1,042,104
60	124-080	117-140	6-260	5.5%	0-240	0.6%	91%	True	False	868,402
80	124-080	114-260	9-140	7.6%	0-240	0.6%	93%	True	False	652,309
100	124-080	113-150	10-250	8.7%	0-209	0.5%	94%	True	False	522,026
120	124-080	113-150	10-250	8.7%	0-175	0.4%	94%	True	False	435,034

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-055
2.618	126-016
1.618	125-116
1.000	124-300
0.618	124-216
HIGH	124-080
0.618	123-316
0.500	123-290
0.382	123-264
LOW	123-180
0.618	123-044
1.000	122-280
1.618	122-144
2.618	121-244
4.250	120-205

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	123-290	123-262
PP	123-260	123-242
S1	123-230	123-221

Download as Excel Spreadsheet

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

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