ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	123-045	122-220	-0-145	-0.4%	123-120
High	123-090	122-270	-0-140	-0.4%	123-240
Low	122-205	122-120	-0-085	-0.2%	122-205
Close	122-215	122-235	0-020	0.1%	122-215
Range	0-205	0-150	-0-055	-26.8%	1-035
ATR	0-225	0-220	-0-005	-2.4%	0-000
Volume	952,859	1,134,525	181,666	19.1%	5,036,146

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-018	123-277	122-318
R3	123-188	123-127	122-276
R2	123-038	123-038	122-262
R1	122-297	122-297	122-249	123-008
PP	122-208	122-208	122-208	122-224
S1	122-147	122-147	122-221	122-178
S2	122-058	122-058	122-208
S3	121-228	121-317	122-194
S4	121-078	121-167	122-152

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	122-120	1-120	1.1%	0-203	0.5%	26%	False	True	1,006,673
10	123-240	121-145	2-095	1.9%	0-230	0.6%	56%	False	False	1,079,206
20	123-240	121-145	2-095	1.9%	0-208	0.5%	56%	False	False	1,067,927
40	123-240	118-260	4-300	4.0%	0-228	0.6%	79%	False	False	1,055,421
60	123-240	115-300	7-260	6.4%	0-261	0.7%	87%	False	False	747,917
80	123-240	113-150	10-090	8.4%	0-232	0.6%	90%	False	False	561,211
100	123-240	113-150	10-090	8.4%	0-195	0.5%	90%	False	False	449,125
120	123-240	113-150	10-090	8.4%	0-163	0.4%	90%	False	False	374,272

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124-268
2.618	124-023
1.618	123-193
1.000	123-100
0.618	123-043
HIGH	122-270
0.618	122-213
0.500	122-195
0.382	122-177
LOW	122-120
0.618	122-027
1.000	121-290
1.618	121-197
2.618	121-047
4.250	120-122

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	122-222	123-010
PP	122-208	122-298
S1	122-195	122-267

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

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