ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	126-150	126-015	-0-135	-0.3%	125-185
High	126-280	126-110	-0-170	-0.4%	126-080
Low	125-260	125-280	0-020	0.0%	125-065
Close	125-295	126-070	0-095	0.2%	125-170
Range	1-020	0-150	-0-190	-55.9%	1-015
ATR	0-231	0-225	-0-006	-2.5%	0-000
Volume	1,823,856	1,578,195	-245,661	-13.5%	5,293,179

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-177	127-113	126-152
R3	127-027	126-283	126-111
R2	126-197	126-197	126-098
R1	126-133	126-133	126-084	126-165
PP	126-047	126-047	126-047	126-062
S1	125-303	125-303	126-056	126-015
S2	125-217	125-217	126-042
S3	125-067	125-153	126-029
S4	124-237	125-003	125-308

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	126-280	125-095	1-185	1.3%	0-249	0.6%	58%	False	False	1,315,828
10	126-280	125-065	1-215	1.3%	0-228	0.6%	61%	False	False	1,174,183
20	126-280	123-065	3-215	2.9%	0-216	0.5%	82%	False	False	1,125,799
40	126-280	121-145	5-135	4.3%	0-212	0.5%	88%	False	False	1,085,448
60	126-280	118-260	8-020	6.4%	0-222	0.6%	92%	False	False	1,072,886
80	126-280	116-260	10-020	8.0%	0-250	0.6%	93%	False	False	878,095
100	126-280	113-300	12-300	10.3%	0-232	0.6%	95%	False	False	702,749
120	126-280	113-150	13-130	10.6%	0-204	0.5%	95%	False	False	585,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	128-108
2.618	127-183
1.618	127-033
1.000	126-260
0.618	126-203
HIGH	126-110
0.618	126-053
0.500	126-035
0.382	126-017
LOW	125-280
0.618	125-187
1.000	125-130
1.618	125-037
2.618	124-207
4.250	123-282

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	126-058	126-095
PP	126-047	126-087
S1	126-035	126-078

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

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