ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	123-030	123-030	0-000	0.0%	121-300
High	123-175	123-240	0-065	0.2%	123-135
Low	122-295	123-000	0-025	0.1%	121-145
Close	123-075	123-160	0-085	0.2%	123-065
Range	0-200	0-240	0-040	20.0%	1-310
ATR	0-226	0-227	0-001	0.4%	0-000
Volume	707,638	1,067,189	359,551	50.8%	5,296,217

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-213	125-107	123-292
R3	124-293	124-187	123-226
R2	124-053	124-053	123-204
R1	123-267	123-267	123-182	124-000
PP	123-133	123-133	123-133	123-160
S1	123-027	123-027	123-138	123-080
S2	122-213	122-213	123-116
S3	121-293	122-107	123-094
S4	121-053	121-187	123-028

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	123-240	121-300	1-260	1.5%	0-237	0.6%	86%	True	False	1,130,663
10	123-240	121-145	2-095	1.9%	0-218	0.6%	89%	True	False	1,021,199
20	123-240	120-245	2-315	2.4%	0-212	0.5%	92%	True	False	1,072,943
40	123-240	118-260	4-300	4.0%	0-241	0.6%	95%	True	False	1,025,197
60	123-240	115-110	8-130	6.8%	0-263	0.7%	97%	True	False	693,693
80	123-240	113-150	10-090	8.3%	0-228	0.6%	98%	True	False	520,511
100	123-240	113-150	10-090	8.3%	0-190	0.5%	98%	True	False	416,540

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	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-300
2.618	125-228
1.618	124-308
1.000	124-160
0.618	124-068
HIGH	123-240
0.618	123-148
0.500	123-120
0.382	123-092
LOW	123-000
0.618	122-172
1.000	122-080
1.618	121-252
2.618	121-012
4.250	119-260

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	123-147	123-142
PP	123-133	123-125
S1	123-120	123-108

Download as Excel Spreadsheet

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

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