ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	124-005	123-200	-0-125	-0.3%	122-220
High	124-080	124-015	-0-065	-0.2%	123-285
Low	123-180	123-160	-0-020	-0.1%	122-065
Close	123-200	123-285	0-085	0.2%	123-260
Range	0-220	0-175	-0-045	-20.5%	1-220
ATR	0-218	0-215	-0-003	-1.4%	0-000
Volume	980,998	923,612	-57,386	-5.8%	5,322,421

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-145	125-070	124-061
R3	124-290	124-215	124-013
R2	124-115	124-115	123-317
R1	124-040	124-040	123-301	124-078
PP	123-260	123-260	123-260	123-279
S1	123-185	123-185	123-269	123-222
S2	123-085	123-085	123-253
S3	122-230	123-010	123-237
S4	122-055	122-155	123-189

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	124-080	123-065	1-015	0.8%	0-197	0.5%	66%	False	False	1,070,097
10	124-080	122-065	2-015	1.7%	0-199	0.5%	82%	False	False	1,030,253
20	124-080	121-145	2-255	2.3%	0-209	0.5%	87%	False	False	1,040,761
40	124-080	119-235	4-165	3.6%	0-217	0.5%	92%	False	False	1,038,131
60	124-080	117-140	6-260	5.5%	0-239	0.6%	95%	False	False	883,643
80	124-080	114-260	9-140	7.6%	0-242	0.6%	96%	False	False	663,848
100	124-080	113-150	10-250	8.7%	0-211	0.5%	97%	False	False	531,260
120	124-080	113-150	10-250	8.7%	0-176	0.4%	97%	False	False	442,731

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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-119
2.618	125-153
1.618	124-298
1.000	124-190
0.618	124-123
HIGH	124-015
0.618	123-268
0.500	123-248
0.382	123-227
LOW	123-160
0.618	123-052
1.000	122-305
1.618	122-197
2.618	122-022
4.250	121-056

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	123-272	123-278
PP	123-260	123-272
S1	123-248	123-265

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

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