ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	122-220	122-235	0-015	0.0%	123-120
High	122-270	122-265	-0-005	0.0%	123-240
Low	122-120	122-065	-0-055	-0.1%	122-205
Close	122-235	122-105	-0-130	-0.3%	122-215
Range	0-150	0-200	0-050	33.3%	1-035
ATR	0-220	0-218	-0-001	-0.6%	0-000
Volume	1,134,525	806,027	-328,498	-29.0%	5,036,146

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-105	123-305	122-215
R3	123-225	123-105	122-160
R2	123-025	123-025	122-142
R1	122-225	122-225	122-123	122-185
PP	122-145	122-145	122-145	122-125
S1	122-025	122-025	122-087	121-305
S2	121-265	121-265	122-068
S3	121-065	121-145	122-050
S4	120-185	120-265	121-315

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	122-065	1-175	1.3%	0-203	0.5%	8%	False	True	1,026,351
10	123-240	121-145	2-095	1.9%	0-224	0.6%	38%	False	False	1,080,043
20	123-240	121-145	2-095	1.9%	0-205	0.5%	38%	False	False	1,053,433
40	123-240	118-260	4-300	4.0%	0-228	0.6%	71%	False	False	1,048,493
60	123-240	116-050	7-190	6.2%	0-260	0.7%	81%	False	False	761,307
80	123-240	113-150	10-090	8.4%	0-233	0.6%	86%	False	False	571,279
100	123-240	113-150	10-090	8.4%	0-197	0.5%	86%	False	False	457,185
120	123-240	113-150	10-090	8.4%	0-164	0.4%	86%	False	False	380,989

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-155
2.618	124-149
1.618	123-269
1.000	123-145
0.618	123-069
HIGH	122-265
0.618	122-189
0.500	122-165
0.382	122-141
LOW	122-065
0.618	121-261
1.000	121-185
1.618	121-061
2.618	120-181
4.250	119-175

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	122-165	122-238
PP	122-145	122-193
S1	122-125	122-149

Download as Excel Spreadsheet

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

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