ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	125-185	125-100	-0-085	-0.2%	124-185
High	125-235	125-205	-0-030	-0.1%	125-235
Low	125-060	125-075	0-015	0.0%	124-095
Close	125-110	125-185	0-075	0.2%	125-185
Range	0-175	0-130	-0-045	-25.7%	1-140
ATR	0-214	0-208	-0-006	-2.8%	0-000
Volume	1,139,396	812,316	-327,080	-28.7%	5,006,919

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-225	126-175	125-256
R3	126-095	126-045	125-221
R2	125-285	125-285	125-209
R1	125-235	125-235	125-197	125-260
PP	125-155	125-155	125-155	125-168
S1	125-105	125-105	125-173	125-130
S2	125-025	125-025	125-161
S3	124-215	124-295	125-149
S4	124-085	124-165	125-114

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-165	128-315	126-118
R3	128-025	127-175	125-312
R2	126-205	126-205	125-269
R1	126-035	126-035	125-227	126-120
PP	125-065	125-065	125-065	125-108
S1	124-215	124-215	125-143	124-300
S2	123-245	123-245	125-101
S3	122-105	123-075	125-058
S4	120-285	121-255	124-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-235	124-095	1-140	1.1%	0-177	0.4%	89%	False	False	1,001,383
10	125-235	123-125	2-110	1.9%	0-194	0.5%	93%	False	False	1,026,323
20	125-235	122-065	3-170	2.8%	0-199	0.5%	96%	False	False	1,031,090
40	125-235	119-240	5-315	4.8%	0-206	0.5%	97%	False	False	1,047,143
60	125-235	118-260	6-295	5.5%	0-234	0.6%	98%	False	False	985,620
80	125-235	115-000	10-235	8.5%	0-246	0.6%	99%	False	False	741,709
100	125-235	113-150	12-085	9.8%	0-220	0.5%	99%	False	False	593,610
120	125-235	113-150	12-085	9.8%	0-186	0.5%	99%	False	False	494,698

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

Fibonacci Retracements and Extensions
4.250	127-118
2.618	126-225
1.618	126-095
1.000	126-015
0.618	125-285
HIGH	125-205
0.618	125-155
0.500	125-140
0.382	125-125
LOW	125-075
0.618	124-315
1.000	124-265
1.618	124-185
2.618	124-055
4.250	123-162

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	125-170	125-167
PP	125-155	125-148
S1	125-140	125-130

Download as Excel Spreadsheet

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

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