ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	123-075	123-245	0-170	0.4%	122-220
High	123-285	123-250	-0-035	-0.1%	123-285
Low	123-065	123-125	0-060	0.2%	122-065
Close	123-260	123-135	-0-125	-0.3%	123-260
Range	0-220	0-125	-0-095	-43.2%	1-220
ATR	0-222	0-216	-0-006	-2.8%	0-000
Volume	1,323,233	1,185,206	-138,027	-10.4%	5,322,421

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-225	124-145	123-204
R3	124-100	124-020	123-169
R2	123-295	123-295	123-158
R1	123-215	123-215	123-146	123-192
PP	123-170	123-170	123-170	123-159
S1	123-090	123-090	123-124	123-068
S2	123-045	123-045	123-112
S3	122-240	122-285	123-101
S4	122-115	122-160	123-066

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%	0-199	0.5%	72%	False	False	1,074,620
10	123-285	122-065	1-220	1.4%	0-201	0.5%	72%	False	False	1,040,647
20	123-285	121-145	2-140	2.0%	0-206	0.5%	81%	False	False	1,047,522
40	123-285	119-235	4-050	3.4%	0-216	0.5%	89%	False	False	1,053,621
60	123-285	117-060	6-225	5.4%	0-247	0.6%	93%	False	False	836,948
80	123-285	114-080	9-205	7.8%	0-236	0.6%	95%	False	False	628,337
100	123-285	113-150	10-135	8.4%	0-204	0.5%	96%	False	False	502,843
120	123-285	113-150	10-135	8.4%	0-171	0.4%	96%	False	False	419,047

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	125-141
2.618	124-257
1.618	124-132
1.000	124-055
0.618	124-007
HIGH	123-250
0.618	123-202
0.500	123-188
0.382	123-173
LOW	123-125
0.618	123-048
1.000	123-000
1.618	122-243
2.618	122-118
4.250	121-234

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	123-188	123-125
PP	123-170	123-115
S1	123-152	123-105

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

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