ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	125-280	125-155	-0-125	-0.3%	125-185
High	126-080	125-260	-0-140	-0.3%	126-080
Low	125-140	125-095	-0-045	-0.1%	125-065
Close	125-170	125-210	0-040	0.1%	125-170
Range	0-260	0-165	-0-095	-36.5%	1-015
ATR	0-217	0-213	-0-004	-1.7%	0-000
Volume	942,804	752,913	-189,891	-20.1%	5,293,179

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-292	125-301
R3	126-198	126-127	125-255
R2	126-033	126-033	125-240
R1	125-282	125-282	125-225	125-318
PP	125-188	125-188	125-188	125-206
S1	125-117	125-117	125-195	125-152
S2	125-023	125-023	125-180
S3	124-178	124-272	125-165
S4	124-013	124-107	125-119

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-257	128-068	126-034
R3	127-242	127-053	125-262
R2	126-227	126-227	125-231
R1	126-038	126-038	125-201	125-285
PP	125-212	125-212	125-212	125-175
S1	125-023	125-023	125-139	124-270
S2	124-197	124-197	125-109
S3	123-182	124-008	125-078
S4	122-167	122-313	124-306

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%	0-221	0.5%	43%	False	False	1,014,392
10	126-080	124-095	1-305	1.6%	0-212	0.5%	70%	False	False	1,048,324
20	126-080	122-065	4-015	3.2%	0-207	0.5%	85%	False	False	1,024,861
40	126-080	121-145	4-255	3.8%	0-207	0.5%	88%	False	False	1,046,394
60	126-080	118-260	7-140	5.9%	0-221	0.5%	92%	False	False	1,045,234
80	126-080	115-300	10-100	8.2%	0-247	0.6%	94%	False	False	817,153
100	126-080	113-150	12-250	10.2%	0-227	0.6%	95%	False	False	653,941
120	126-080	113-150	12-250	10.2%	0-197	0.5%	95%	False	False	545,081

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-001
2.618	127-052
1.618	126-207
1.000	126-105
0.618	126-042
HIGH	125-260
0.618	125-197
0.500	125-178
0.382	125-158
LOW	125-095
0.618	124-313
1.000	124-250
1.618	124-148
2.618	123-303
4.250	123-034

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	125-199	125-232
PP	125-188	125-225
S1	125-178	125-218

Download as Excel Spreadsheet

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

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