ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	125-185	126-060	0-195	0.5%	124-185
High	126-080	126-065	-0-015	0.0%	125-235
Low	125-175	125-175	0-000	0.0%	124-095
Close	126-065	125-215	-0-170	-0.4%	125-185
Range	0-225	0-210	-0-015	-6.7%	1-140
ATR	0-210	0-210	0-000	0.0%	0-000
Volume	974,132	985,516	11,384	1.2%	5,006,919

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-248	127-122	126-010
R3	127-038	126-232	125-273
R2	126-148	126-148	125-254
R1	126-022	126-022	125-234	125-300
PP	125-258	125-258	125-258	125-238
S1	125-132	125-132	125-196	125-090
S2	125-048	125-048	125-176
S3	124-158	124-242	125-157
S4	123-268	124-032	125-100

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	126-080	125-025	1-055	0.9%	0-186	0.5%	51%	False	False	1,041,578
10	126-080	123-160	2-240	2.2%	0-200	0.5%	79%	False	False	1,010,023
20	126-080	122-065	4-015	3.2%	0-203	0.5%	86%	False	False	1,036,825
40	126-080	120-025	6-055	4.9%	0-209	0.5%	91%	False	False	1,051,324
60	126-080	118-260	7-140	5.9%	0-227	0.6%	92%	False	False	1,014,499
80	126-080	115-000	11-080	9.0%	0-247	0.6%	95%	False	False	766,148
100	126-080	113-150	12-250	10.2%	0-221	0.5%	95%	False	False	613,128
120	126-080	113-150	12-250	10.2%	0-190	0.5%	95%	False	False	511,027

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-318
2.618	127-295
1.618	127-085
1.000	126-275
0.618	126-195
HIGH	126-065
0.618	125-305
0.500	125-280
0.382	125-255
LOW	125-175
0.618	125-045
1.000	124-285
1.618	124-155
2.618	123-265
4.250	122-242

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	125-280	125-238
PP	125-258	125-230
S1	125-237	125-222

Download as Excel Spreadsheet

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

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