ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	123-175	123-045	-0-130	-0.3%	123-120
High	123-220	123-090	-0-130	-0.3%	123-240
Low	123-000	122-205	-0-115	-0.3%	122-205
Close	123-055	122-215	-0-160	-0.4%	122-215
Range	0-220	0-205	-0-015	-6.8%	1-035
ATR	0-227	0-225	-0-002	-0.7%	0-000
Volume	1,171,157	952,859	-218,298	-18.6%	5,036,146

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-252	124-118	123-008
R3	124-047	123-233	122-271
R2	123-162	123-162	122-253
R1	123-028	123-028	122-234	122-312
PP	122-277	122-277	122-277	122-259
S1	122-143	122-143	122-196	122-108
S2	122-072	122-072	122-177
S3	121-187	121-258	122-159
S4	120-302	121-053	122-102

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-112	125-198	123-090
R3	125-077	124-163	122-313
R2	124-042	124-042	122-280
R1	123-128	123-128	122-248	123-068
PP	123-007	123-007	123-007	122-296
S1	122-093	122-093	122-182	122-032
S2	121-292	121-292	122-150
S3	120-257	121-058	122-117
S4	119-222	120-023	122-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-240	122-205	1-035	0.9%	0-205	0.5%	3%	False	True	1,007,229
10	123-240	121-145	2-095	1.9%	0-230	0.6%	53%	False	False	1,033,236
20	123-240	121-035	2-205	2.2%	0-211	0.5%	59%	False	False	1,074,039
40	123-240	118-260	4-300	4.0%	0-235	0.6%	78%	False	False	1,051,636
60	123-240	115-210	8-030	6.6%	0-260	0.7%	87%	False	False	729,031
80	123-240	113-150	10-090	8.4%	0-230	0.6%	90%	False	False	547,036
100	123-240	113-150	10-090	8.4%	0-194	0.5%	90%	False	False	437,780
120	123-240	113-150	10-090	8.4%	0-162	0.4%	90%	False	False	364,817

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-001
2.618	124-307
1.618	124-102
1.000	123-295
0.618	123-217
HIGH	123-090
0.618	123-012
0.500	122-308
0.382	122-283
LOW	122-205
0.618	122-078
1.000	122-000
1.618	121-193
2.618	120-308
4.250	119-294

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	122-308	123-062
PP	122-277	123-007
S1	122-246	122-271

Download as Excel Spreadsheet

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

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