ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	124-185	124-160	-0-025	-0.1%	123-245
High	124-240	125-070	0-150	0.4%	124-220
Low	124-145	124-095	-0-050	-0.1%	123-125
Close	124-165	124-315	0-150	0.4%	124-185
Range	0-095	0-295	0-200	210.5%	1-095
ATR	0-211	0-217	0-006	2.8%	0-000
Volume	569,763	1,188,910	619,147	108.7%	5,256,314

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-192	127-068	125-157
R3	126-217	126-093	125-076
R2	125-242	125-242	125-049
R1	125-118	125-118	125-022	125-180
PP	124-267	124-267	124-267	124-298
S1	124-143	124-143	124-288	124-205
S2	123-292	123-292	124-261
S3	122-317	123-168	124-234
S4	122-022	122-193	124-153

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	125-070	123-160	1-230	1.4%	0-215	0.5%	86%	True	False	978,469
10	125-070	122-075	2-315	2.4%	0-212	0.5%	92%	True	False	1,039,685
20	125-070	121-145	3-245	3.0%	0-218	0.5%	94%	True	False	1,059,864
40	125-070	119-240	5-150	4.4%	0-213	0.5%	96%	True	False	1,033,253
60	125-070	118-080	6-310	5.6%	0-239	0.6%	97%	True	False	932,688
80	125-070	115-000	10-070	8.2%	0-244	0.6%	98%	True	False	701,160
100	125-070	113-150	11-240	9.4%	0-216	0.5%	98%	True	False	561,130
120	125-070	113-150	11-240	9.4%	0-182	0.5%	98%	True	False	467,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	129-044
2.618	127-202
1.618	126-227
1.000	126-045
0.618	125-252
HIGH	125-070
0.618	124-277
0.500	124-242
0.382	124-208
LOW	124-095
0.618	123-233
1.000	123-120
1.618	122-258
2.618	121-283
4.250	120-121

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	124-291	124-263
PP	124-267	124-212
S1	124-242	124-160

Download as Excel Spreadsheet

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

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