ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	126-060	125-210	-0-170	-0.4%	124-185
High	126-065	126-015	-0-050	-0.1%	125-235
Low	125-175	125-170	-0-005	0.0%	124-095
Close	125-215	125-195	-0-020	0.0%	125-185
Range	0-210	0-165	-0-045	-21.4%	1-140
ATR	0-210	0-206	-0-003	-1.5%	0-000
Volume	985,516	955,270	-30,246	-3.1%	5,006,919

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-088	126-307	125-286
R3	126-243	126-142	125-240
R2	126-078	126-078	125-225
R1	125-297	125-297	125-210	125-265
PP	125-233	125-233	125-233	125-218
S1	125-132	125-132	125-180	125-100
S2	125-068	125-068	125-165
S3	124-223	124-287	125-150
S4	124-058	124-122	125-104

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	125-060	1-020	0.8%	0-181	0.5%	40%	False	False	973,326
10	126-080	123-160	2-240	2.2%	0-195	0.5%	77%	False	False	1,007,451
20	126-080	122-065	4-015	3.2%	0-199	0.5%	84%	False	False	1,031,229
40	126-080	120-245	5-155	4.4%	0-205	0.5%	88%	False	False	1,052,086
60	126-080	118-260	7-140	5.9%	0-227	0.6%	91%	False	False	1,027,208
80	126-080	115-110	10-290	8.7%	0-247	0.6%	94%	False	False	778,077
100	126-080	113-150	12-250	10.2%	0-222	0.6%	95%	False	False	622,654
120	126-080	113-150	12-250	10.2%	0-191	0.5%	95%	False	False	518,988

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-076
2.618	127-127
1.618	126-282
1.000	126-180
0.618	126-117
HIGH	126-015
0.618	125-272
0.500	125-252
0.382	125-233
LOW	125-170
0.618	125-068
1.000	125-005
1.618	124-223
2.618	124-058
4.250	123-109

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	125-252	125-285
PP	125-233	125-255
S1	125-214	125-225

Download as Excel Spreadsheet

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

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