ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	122-100	122-290	0-190	0.5%	123-120
High	122-300	123-150	0-170	0.4%	123-240
Low	122-075	122-245	0-170	0.4%	122-205
Close	122-275	123-030	0-075	0.2%	122-215
Range	0-225	0-225	0-000	0.0%	1-035
ATR	0-219	0-219	0-000	0.2%	0-000
Volume	998,211	1,060,425	62,214	6.2%	5,036,146

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-070	124-275	123-154
R3	124-165	124-050	123-092
R2	123-260	123-260	123-071
R1	123-145	123-145	123-051	123-202
PP	123-035	123-035	123-035	123-064
S1	122-240	122-240	123-009	122-298
S2	122-130	122-130	122-309
S3	121-225	122-015	122-288
S4	121-000	121-110	122-226

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	123-150	122-065	1-085	1.0%	0-201	0.5%	70%	True	False	990,409
10	123-240	122-065	1-175	1.3%	0-210	0.5%	58%	False	False	1,046,710
20	123-240	121-145	2-095	1.9%	0-209	0.5%	71%	False	False	1,045,097
40	123-240	118-260	4-300	4.0%	0-226	0.6%	87%	False	False	1,046,430
60	123-240	116-260	6-300	5.6%	0-262	0.7%	91%	False	False	795,526
80	123-240	113-300	9-260	8.0%	0-236	0.6%	93%	False	False	596,987
100	123-240	113-150	10-090	8.4%	0-201	0.5%	94%	False	False	477,772
120	123-240	113-150	10-090	8.4%	0-168	0.4%	94%	False	False	398,144

Crabel Price Patterns
NR	False
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	0-035

Fibonacci Retracements and Extensions
4.250	126-146
2.618	125-099
1.618	124-194
1.000	124-055
0.618	123-289
HIGH	123-150
0.618	123-064
0.500	123-038
0.382	123-011
LOW	122-245
0.618	122-106
1.000	122-020
1.618	121-201
2.618	120-296
4.250	119-249

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	123-038	123-002
PP	123-035	122-295
S1	123-032	122-268

Download as Excel Spreadsheet

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

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