ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	125-220	125-280	0-060	0.1%	125-185
High	126-050	126-080	0-030	0.1%	126-080
Low	125-065	125-140	0-075	0.2%	125-065
Close	125-305	125-170	-0-135	-0.3%	125-170
Range	0-305	0-260	-0-045	-14.8%	1-015
ATR	0-213	0-217	0-003	1.6%	0-000
Volume	1,435,457	942,804	-492,653	-34.3%	5,293,179

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-057	127-213	125-313
R3	127-117	126-273	125-242
R2	126-177	126-177	125-218
R1	126-013	126-013	125-194	125-285
PP	125-237	125-237	125-237	125-212
S1	125-073	125-073	125-146	125-025
S2	124-297	124-297	125-122
S3	124-037	124-133	125-098
S4	123-097	123-193	125-027

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-257	128-068	126-034
R3	127-242	127-053	125-262
R2	126-227	126-227	125-231
R1	126-038	126-038	125-201	125-285
PP	125-212	125-212	125-212	125-175
S1	125-023	125-023	125-139	124-270
S2	124-197	124-197	125-109
S3	123-182	124-008	125-078
S4	122-167	122-313	124-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-080	125-065	1-015	0.8%	0-233	0.6%	31%	True	False	1,058,635
10	126-080	124-095	1-305	1.6%	0-205	0.5%	63%	True	False	1,030,009
20	126-080	122-065	4-015	3.2%	0-206	0.5%	82%	True	False	1,043,941
40	126-080	121-035	5-045	4.1%	0-209	0.5%	86%	True	False	1,058,990
60	126-080	118-260	7-140	5.9%	0-225	0.6%	90%	True	False	1,049,071
80	126-080	115-210	10-190	8.4%	0-247	0.6%	93%	True	False	807,759
100	126-080	113-150	12-250	10.2%	0-226	0.6%	94%	True	False	646,417
120	126-080	113-150	12-250	10.2%	0-196	0.5%	94%	True	False	538,807

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-225
2.618	128-121
1.618	127-181
1.000	127-020
0.618	126-241
HIGH	126-080
0.618	125-301
0.500	125-270
0.382	125-239
LOW	125-140
0.618	124-299
1.000	124-200
1.618	124-039
2.618	123-099
4.250	121-315

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	125-270	125-232
PP	125-237	125-212
S1	125-203	125-191

Download as Excel Spreadsheet

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

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