ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	120-310	121-070	0-080	0.2%	121-240
High	121-110	121-110	0-000	0.0%	121-270
Low	120-310	120-230	-0-080	-0.2%	120-290
Close	121-050	120-230	-0-140	-0.4%	120-310
Range	0-120	0-200	0-080	66.7%	0-300
ATR	0-157	0-160	0-003	2.0%	0-000
Volume	594	99	-495	-83.3%	843

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-257	122-123	121-020
R3	122-057	121-243	120-285
R2	121-177	121-177	120-267
R1	121-043	121-043	120-248	121-010
PP	120-297	120-297	120-297	120-280
S1	120-163	120-163	120-212	120-130
S2	120-097	120-097	120-193
S3	119-217	119-283	120-175
S4	119-017	119-083	120-120

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-017	123-143	121-155
R3	123-037	122-163	121-072
R2	122-057	122-057	121-045
R1	121-183	121-183	121-018	121-130
PP	121-077	121-077	121-077	121-050
S1	120-203	120-203	120-282	120-150
S2	120-097	120-097	120-255
S3	119-117	119-223	120-228
S4	118-137	118-243	120-145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-270	120-230	1-040	0.9%	0-126	0.3%	0%	False	True	235
10	122-020	120-230	1-110	1.1%	0-145	0.4%	0%	False	True	336
20	122-020	118-220	3-120	2.8%	0-118	0.3%	60%	False	False	196
40	122-020	117-140	4-200	3.8%	0-079	0.2%	71%	False	False	110
60	122-020	113-050	8-290	7.4%	0-069	0.2%	85%	False	False	75

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	0-022
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	124-000
2.618	122-314
1.618	122-114
1.000	121-310
0.618	121-234
HIGH	121-110
0.618	121-034
0.500	121-010
0.382	120-306
LOW	120-230
0.618	120-106
1.000	120-030
1.618	119-226
2.618	119-026
4.250	118-020

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	121-010	121-010
PP	120-297	120-297
S1	120-263	120-263

Download as Excel Spreadsheet

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

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