ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	122-115	122-235	0-120	0.3%	121-195
High	122-265	122-275	0-010	0.0%	123-010
Low	122-065	122-110	0-045	0.1%	121-160
Close	122-235	122-140	-0-095	-0.2%	122-100
Range	0-200	0-165	-0-035	-17.5%	1-170
ATR	0-239	0-233	-0-005	-2.2%	0-000
Volume	1,157,389	949,430	-207,959	-18.0%	5,781,191

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-030	123-250	122-231
R3	123-185	123-085	122-185
R2	123-020	123-020	122-170
R1	122-240	122-240	122-155	122-208
PP	122-175	122-175	122-175	122-159
S1	122-075	122-075	122-125	122-042
S2	122-010	122-010	122-110
S3	121-165	121-230	122-095
S4	121-000	121-065	122-049

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	122-040	0-290	0.7%	0-192	0.5%	34%	False	False	1,185,077
10	123-010	120-245	2-085	1.9%	0-205	0.5%	74%	False	False	1,124,687
20	123-010	119-235	3-095	2.7%	0-224	0.6%	82%	False	False	1,046,104
40	123-010	117-140	5-190	4.6%	0-255	0.7%	89%	False	False	783,551
60	123-010	114-260	8-070	6.7%	0-250	0.6%	93%	False	False	523,710
80	123-010	113-150	9-180	7.8%	0-208	0.5%	94%	False	False	393,007
100	123-010	113-150	9-180	7.8%	0-168	0.4%	94%	False	False	314,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	125-016
2.618	124-067
1.618	123-222
1.000	123-120
0.618	123-057
HIGH	122-275
0.618	122-212
0.500	122-192
0.382	122-173
LOW	122-110
0.618	122-008
1.000	121-265
1.618	121-163
2.618	120-318
4.250	120-049

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	122-192	122-158
PP	122-175	122-152
S1	122-158	122-146

Download as Excel Spreadsheet

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

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