ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	125-155	125-245	0-090	0.2%	125-185
High	125-260	126-240	0-300	0.7%	126-080
Low	125-095	125-230	0-135	0.3%	125-065
Close	125-210	126-130	0-240	0.6%	125-170
Range	0-165	1-010	0-165	100.0%	1-015
ATR	0-213	0-223	0-010	4.6%	0-000
Volume	752,913	1,481,375	728,462	96.8%	5,293,179

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-123	128-297	126-312
R3	128-113	127-287	126-221
R2	127-103	127-103	126-190
R1	126-277	126-277	126-160	127-030
PP	126-093	126-093	126-093	126-130
S1	125-267	125-267	126-100	126-020
S2	125-083	125-083	126-070
S3	124-073	124-257	126-039
S4	123-063	123-247	125-268

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	126-240	125-065	1-175	1.2%	0-245	0.6%	78%	True	False	1,113,563
10	126-240	125-025	1-215	1.3%	0-216	0.5%	79%	True	False	1,077,571
20	126-240	122-075	4-165	3.6%	0-214	0.5%	92%	True	False	1,058,628
40	126-240	121-145	5-095	4.2%	0-209	0.5%	94%	True	False	1,056,030
60	126-240	118-260	7-300	6.3%	0-223	0.6%	96%	True	False	1,051,871
80	126-240	116-050	10-190	8.4%	0-248	0.6%	97%	True	False	835,637
100	126-240	113-150	13-090	10.5%	0-229	0.6%	97%	True	False	668,749
120	126-240	113-150	13-090	10.5%	0-200	0.5%	97%	True	False	557,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	131-042
2.618	129-144
1.618	128-134
1.000	127-250
0.618	127-124
HIGH	126-240
0.618	126-114
0.500	126-075
0.382	126-036
LOW	125-230
0.618	125-026
1.000	124-220
1.618	124-016
2.618	123-006
4.250	121-108

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	126-112	126-089
PP	126-093	126-048
S1	126-075	126-008

Download as Excel Spreadsheet

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

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