ECBOT 10 Year T-Note Future September 2010

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

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	123-120	123-030	-0-090	-0.2%	121-300
High	123-135	123-175	0-040	0.1%	123-135
Low	122-295	122-295	0-000	0.0%	121-145
Close	123-010	123-075	0-065	0.2%	123-065
Range	0-160	0-200	0-040	25.0%	1-310
ATR	0-228	0-226	-0-002	-0.9%	0-000
Volume	1,137,303	707,638	-429,665	-37.8%	5,296,217

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-035	124-255	123-185
R3	124-155	124-055	123-130
R2	123-275	123-275	123-112
R1	123-175	123-175	123-093	123-225
PP	123-075	123-075	123-075	123-100
S1	122-295	122-295	123-057	123-025
S2	122-195	122-195	123-038
S3	121-315	122-095	123-020
S4	121-115	121-215	122-285

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-192	127-278	124-092
R3	126-202	125-288	123-238
R2	124-212	124-212	123-180
R1	123-298	123-298	123-123	124-095
PP	122-222	122-222	122-222	122-280
S1	121-308	121-308	123-007	122-105
S2	120-232	120-232	122-270
S3	118-242	119-318	122-212
S4	116-252	118-008	122-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-175	121-145	2-030	1.7%	0-244	0.6%	85%	True	False	1,133,735
10	123-175	121-145	2-030	1.7%	0-210	0.5%	85%	True	False	1,009,423
20	123-175	120-025	3-150	2.8%	0-214	0.5%	91%	True	False	1,065,823
40	123-175	118-260	4-235	3.8%	0-240	0.6%	93%	True	False	1,003,336
60	123-175	115-000	8-175	6.9%	0-261	0.7%	96%	True	False	675,922
80	123-175	113-150	10-025	8.2%	0-226	0.6%	97%	True	False	507,204
100	123-175	113-150	10-025	8.2%	0-187	0.5%	97%	True	False	405,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-065
2.618	125-059
1.618	124-179
1.000	124-055
0.618	123-299
HIGH	123-175
0.618	123-099
0.500	123-075
0.382	123-051
LOW	122-295
0.618	122-171
1.000	122-095
1.618	121-291
2.618	121-091
4.250	120-085

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	123-075	123-055
PP	123-075	123-035
S1	123-075	123-015

Download as Excel Spreadsheet

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

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