ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	123-200	123-300	0-100	0.3%	123-245
High	124-015	124-220	0-205	0.5%	124-220
Low	123-160	123-250	0-090	0.2%	123-125
Close	123-285	124-185	0-220	0.6%	124-185
Range	0-175	0-290	0-115	65.7%	1-095
ATR	0-215	0-220	0-005	2.5%	0-000
Volume	923,612	1,229,062	305,450	33.1%	5,256,314

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-022	126-233	125-024
R3	126-052	125-263	124-265
R2	125-082	125-082	124-238
R1	124-293	124-293	124-212	125-028
PP	124-112	124-112	124-112	124-139
S1	124-003	124-003	124-158	124-058
S2	123-142	123-142	124-132
S3	122-172	123-033	124-105
S4	121-202	122-063	124-026

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-035	127-205	125-093
R3	126-260	126-110	124-299
R2	125-165	125-165	124-261
R1	125-015	125-015	124-223	125-090
PP	124-070	124-070	124-070	124-108
S1	123-240	123-240	124-147	123-315
S2	122-295	122-295	124-109
S3	121-200	122-145	124-071
S4	120-105	121-050	123-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-220	123-125	1-095	1.0%	0-211	0.5%	92%	True	False	1,051,262
10	124-220	122-065	2-155	2.0%	0-208	0.5%	96%	True	False	1,057,873
20	124-220	121-145	3-075	2.6%	0-218	0.5%	97%	True	False	1,045,554
40	124-220	119-235	4-305	4.0%	0-215	0.5%	98%	True	False	1,042,874
60	124-220	117-140	7-080	5.8%	0-241	0.6%	98%	True	False	904,014
80	124-220	114-260	9-280	7.9%	0-244	0.6%	99%	True	False	679,204
100	124-220	113-150	11-070	9.0%	0-213	0.5%	99%	True	False	543,548
120	124-220	113-150	11-070	9.0%	0-179	0.4%	99%	True	False	452,973

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

Fibonacci Retracements and Extensions
4.250	128-172
2.618	127-019
1.618	126-049
1.000	125-190
0.618	125-079
HIGH	124-220
0.618	124-109
0.500	124-075
0.382	124-041
LOW	123-250
0.618	123-071
1.000	122-280
1.618	122-101
2.618	121-131
4.250	119-298

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	124-148	124-133
PP	124-112	124-082
S1	124-075	124-030

Download as Excel Spreadsheet

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

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