ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 09-Jul-2010

Day Change Summary
	Previous	Current
	08-Jul-2010	09-Jul-2010	Change	Change %	Previous Week
Open	122-115	122-010	-0-105	-0.3%	122-115
High	122-150	122-055	-0-095	-0.2%	122-275
Low	121-265	121-270	0-005	0.0%	121-265
Close	122-050	121-295	-0-075	-0.2%	121-295
Range	0-205	0-105	-0-100	-48.8%	1-010
ATR	0-231	0-222	-0-009	-3.9%	0-000
Volume	870,461	1,133,187	262,726	30.2%	4,110,467

Daily Pivots for day following 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-308	122-247	122-033
R3	122-203	122-142	122-004
R2	122-098	122-098	121-314
R1	122-037	122-037	121-305	122-015
PP	121-313	121-313	121-313	121-302
S1	121-252	121-252	121-285	121-230
S2	121-208	121-208	121-276
S3	121-103	121-147	121-266
S4	120-318	121-042	121-237

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-095	124-205	122-156
R3	124-085	123-195	122-066
R2	123-075	123-075	122-036
R1	122-185	122-185	122-005	122-125
PP	122-065	122-065	122-065	122-035
S1	121-175	121-175	121-265	121-115
S2	121-055	121-055	121-234
S3	120-045	120-165	121-204
S4	119-035	119-155	121-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-275	121-265	1-010	0.8%	0-177	0.5%	9%	False	False	1,085,434
10	123-010	121-035	1-295	1.6%	0-192	0.5%	42%	False	False	1,114,843
20	123-010	119-235	3-095	2.7%	0-212	0.5%	66%	False	False	1,040,194
40	123-010	117-140	5-190	4.6%	0-252	0.6%	80%	False	False	833,244
60	123-010	114-260	8-070	6.7%	0-252	0.6%	87%	False	False	557,087
80	123-010	113-150	9-180	7.8%	0-212	0.5%	88%	False	False	418,046
100	123-010	113-150	9-180	7.8%	0-171	0.4%	88%	False	False	334,457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	123-181
2.618	123-010
1.618	122-225
1.000	122-160
0.618	122-120
HIGH	122-055
0.618	122-015
0.500	122-002
0.382	121-310
LOW	121-270
0.618	121-205
1.000	121-165
1.618	121-100
2.618	120-315
4.250	120-144

Fisher Pivots for day following 09-Jul-2010
Pivot	1 day	3 day
R1	122-002	122-110
PP	121-313	122-065
S1	121-304	122-020

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

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