ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	122-235	122-100	-0-135	-0.3%	123-120
High	122-265	122-300	0-035	0.1%	123-240
Low	122-065	122-075	0-010	0.0%	122-205
Close	122-105	122-275	0-170	0.4%	122-215
Range	0-200	0-225	0-025	12.5%	1-035
ATR	0-218	0-219	0-000	0.2%	0-000
Volume	806,027	998,211	192,184	23.8%	5,036,146

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-252	124-168	123-079
R3	124-027	123-263	123-017
R2	123-122	123-122	122-316
R1	123-038	123-038	122-296	123-080
PP	122-217	122-217	122-217	122-238
S1	122-133	122-133	122-254	122-175
S2	121-312	121-312	122-234
S3	121-087	121-228	122-213
S4	120-182	121-003	122-151

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	123-220	122-065	1-155	1.2%	0-200	0.5%	44%	False	False	1,012,555
10	123-240	121-300	1-260	1.5%	0-218	0.6%	51%	False	False	1,071,609
20	123-240	121-145	2-095	1.9%	0-207	0.5%	61%	False	False	1,060,008
40	123-240	118-260	4-300	4.0%	0-226	0.6%	82%	False	False	1,050,795
60	123-240	116-100	7-140	6.1%	0-262	0.7%	88%	False	False	777,876
80	123-240	113-240	10-000	8.1%	0-234	0.6%	91%	False	False	583,755
100	123-240	113-150	10-090	8.4%	0-199	0.5%	91%	False	False	467,168
120	123-240	113-150	10-090	8.4%	0-166	0.4%	91%	False	False	389,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-296
2.618	124-249
1.618	124-024
1.000	123-205
0.618	123-119
HIGH	122-300
0.618	122-214
0.500	122-188
0.382	122-161
LOW	122-075
0.618	121-256
1.000	121-170
1.618	121-031
2.618	120-126
4.250	119-079

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	122-246	122-244
PP	122-217	122-213
S1	122-188	122-182

Download as Excel Spreadsheet

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

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