ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	122-220	122-155	-0-065	-0.2%	121-195
High	123-010	122-250	-0-080	-0.2%	123-010
Low	122-135	122-040	-0-095	-0.2%	121-160
Close	122-195	122-100	-0-095	-0.2%	122-100
Range	0-195	0-210	0-015	7.7%	1-170
ATR	0-244	0-242	-0-002	-1.0%	0-000
Volume	1,143,229	1,316,706	173,477	15.2%	5,781,191

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-120	124-000	122-216
R3	123-230	123-110	122-158
R2	123-020	123-020	122-138
R1	122-220	122-220	122-119	122-175
PP	122-130	122-130	122-130	122-108
S1	122-010	122-010	122-081	121-285
S2	121-240	121-240	122-062
S3	121-030	121-120	122-042
S4	120-140	120-230	121-304

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	121-160	1-170	1.3%	0-206	0.5%	53%	False	False	1,156,238
10	123-010	119-240	3-090	2.7%	0-218	0.6%	78%	False	False	1,072,885
20	123-010	119-235	3-095	2.7%	0-226	0.6%	78%	False	False	1,059,719
40	123-010	117-060	5-270	4.8%	0-267	0.7%	88%	False	False	731,662
60	123-010	114-080	8-250	7.2%	0-246	0.6%	92%	False	False	488,609
80	123-010	113-150	9-180	7.8%	0-204	0.5%	92%	False	False	366,673
100	123-010	113-150	9-180	7.8%	0-164	0.4%	92%	False	False	293,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-182
2.618	124-160
1.618	123-270
1.000	123-140
0.618	123-060
HIGH	122-250
0.618	122-170
0.500	122-145
0.382	122-120
LOW	122-040
0.618	121-230
1.000	121-150
1.618	121-020
2.618	120-130
4.250	119-108

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	122-145	122-185
PP	122-130	122-157
S1	122-115	122-128

Download as Excel Spreadsheet

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

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