ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	122-290	123-075	0-105	0.3%	122-220
High	123-150	123-285	0-135	0.3%	123-285
Low	122-245	123-065	0-140	0.4%	122-065
Close	123-030	123-260	0-230	0.6%	123-260
Range	0-225	0-220	-0-005	-2.2%	1-220
ATR	0-219	0-222	0-003	1.2%	0-000
Volume	1,060,425	1,323,233	262,808	24.8%	5,322,421

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-223	125-142	124-061
R3	125-003	124-242	124-000
R2	124-103	124-103	123-300
R1	124-022	124-022	123-280	124-062
PP	123-203	123-203	123-203	123-224
S1	123-122	123-122	123-240	123-162
S2	122-303	122-303	123-220
S3	122-083	122-222	123-200
S4	121-183	122-002	123-139

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-117	127-248	124-237
R3	126-217	126-028	124-088
R2	124-317	124-317	124-039
R1	124-128	124-128	123-310	124-222
PP	123-097	123-097	123-097	123-144
S1	122-228	122-228	123-210	123-002
S2	121-197	121-197	123-161
S3	119-297	121-008	123-112
S4	118-077	119-108	122-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-285	122-065	1-220	1.4%	0-204	0.5%	95%	True	False	1,064,484
10	123-285	122-065	1-220	1.4%	0-204	0.5%	95%	True	False	1,035,856
20	123-285	121-145	2-140	2.0%	0-210	0.5%	97%	True	False	1,054,097
40	123-285	119-090	4-195	3.7%	0-225	0.6%	98%	True	False	1,053,350
60	123-285	117-060	6-225	5.4%	0-259	0.7%	99%	True	False	817,396
80	123-285	114-080	9-205	7.8%	0-236	0.6%	99%	True	False	613,526
100	123-285	113-150	10-135	8.4%	0-203	0.5%	99%	True	False	490,991
120	123-285	113-150	10-135	8.4%	0-170	0.4%	99%	True	False	409,171

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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-260
2.618	125-221
1.618	125-001
1.000	124-185
0.618	124-101
HIGH	123-285
0.618	123-201
0.500	123-175
0.382	123-149
LOW	123-065
0.618	122-249
1.000	122-165
1.618	122-029
2.618	121-129
4.250	120-090

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	123-232	123-180
PP	123-203	123-100
S1	123-175	123-020

Download as Excel Spreadsheet

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

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