ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	125-210	125-220	0-010	0.0%	124-185
High	126-015	126-050	0-035	0.1%	125-235
Low	125-170	125-065	-0-105	-0.3%	124-095
Close	125-195	125-305	0-110	0.3%	125-185
Range	0-165	0-305	0-140	84.8%	1-140
ATR	0-206	0-213	0-007	3.4%	0-000
Volume	955,270	1,435,457	480,187	50.3%	5,006,919

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-202	128-078	126-153
R3	127-217	127-093	126-069
R2	126-232	126-232	126-041
R1	126-108	126-108	126-013	126-170
PP	125-247	125-247	125-247	125-278
S1	125-123	125-123	125-277	125-185
S2	124-262	124-262	125-249
S3	123-277	124-138	125-221
S4	122-292	123-153	125-137

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	125-065	1-015	0.8%	0-207	0.5%	72%	False	True	1,032,538
10	126-080	123-250	2-150	2.0%	0-208	0.5%	88%	False	False	1,058,635
20	126-080	122-065	4-015	3.2%	0-204	0.5%	93%	False	False	1,044,444
40	126-080	121-035	5-045	4.1%	0-207	0.5%	94%	False	False	1,063,800
60	126-080	118-260	7-140	5.9%	0-226	0.6%	96%	False	False	1,044,319
80	126-080	115-210	10-190	8.4%	0-247	0.6%	97%	False	False	795,993
100	126-080	113-150	12-250	10.1%	0-225	0.6%	98%	False	False	637,000
120	126-080	113-150	12-250	10.1%	0-194	0.5%	98%	False	False	530,950

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	0-044
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	130-066
2.618	128-208
1.618	127-223
1.000	127-035
0.618	126-238
HIGH	126-050
0.618	125-253
0.500	125-218
0.382	125-182
LOW	125-065
0.618	124-197
1.000	124-080
1.618	123-212
2.618	122-227
4.250	121-049

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	125-276	125-278
PP	125-247	125-252
S1	125-218	125-225

Download as Excel Spreadsheet

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

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