ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	121-190	122-020	0-150	0.4%	120-210
High	121-190	122-090	0-220	0.6%	121-250
Low	121-190	121-220	0-030	0.1%	120-070
Close	121-200	121-290	0-090	0.2%	121-250
Range	0-000	0-190	0-190		1-180
ATR	0-121	0-127	0-006	5.2%	0-000
Volume	1	4	3	300.0%	13

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-237	123-133	122-074
R3	123-047	122-263	122-022
R2	122-177	122-177	122-005
R1	122-073	122-073	121-307	122-030
PP	121-307	121-307	121-307	121-285
S1	121-203	121-203	121-273	121-160
S2	121-117	121-117	121-255
S3	120-247	121-013	121-238
S4	120-057	120-143	121-186

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-303	125-137	122-205
R3	124-123	123-277	122-068
R2	122-263	122-263	122-022
R1	122-097	122-097	121-296	122-180
PP	121-083	121-083	121-083	121-125
S1	120-237	120-237	121-204	121-000
S2	119-223	119-223	121-158
S3	118-043	119-057	121-112
S4	116-183	117-197	120-295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-090	121-110	0-300	0.8%	0-038	0.1%	60%	True	False	1
10	122-090	120-070	2-020	1.7%	0-019	0.0%	82%	True	False	2
20	122-090	119-060	3-030	2.5%	0-016	0.0%	88%	True	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	124-258
2.618	123-267
1.618	123-077
1.000	122-280
0.618	122-207
HIGH	122-090
0.618	122-017
0.500	121-315
0.382	121-293
LOW	121-220
0.618	121-103
1.000	121-030
1.618	120-233
2.618	120-043
4.250	119-052

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	121-315	121-300
PP	121-307	121-297
S1	121-298	121-293

Download as Excel Spreadsheet

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

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