ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	122-160	123-010	0-170	0.4%	121-260
High	123-080	123-100	0-020	0.1%	122-310
Low	122-160	122-220	0-060	0.2%	121-110
Close	123-030	122-240	-0-110	-0.3%	122-300
Range	0-240	0-200	-0-040	-16.7%	1-200
ATR	0-179	0-180	0-002	0.9%	0-000
Volume	1,609	3,048	1,439	89.4%	6,912

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-253	124-127	123-030
R3	124-053	123-247	122-295
R2	123-173	123-173	122-277
R1	123-047	123-047	122-258	123-010
PP	122-293	122-293	122-293	122-275
S1	122-167	122-167	122-222	122-130
S2	122-093	122-093	122-203
S3	121-213	121-287	122-185
S4	121-013	121-087	122-130

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-093	126-237	123-266
R3	125-213	125-037	123-123
R2	124-013	124-013	123-075
R1	123-157	123-157	123-028	123-245
PP	122-133	122-133	122-133	122-178
S1	121-277	121-277	122-252	122-045
S2	120-253	120-253	122-205
S3	119-053	120-077	122-157
S4	117-173	118-197	122-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-100	121-280	1-140	1.2%	0-186	0.5%	61%	True	False	2,806
10	123-100	121-110	1-310	1.6%	0-175	0.4%	71%	True	False	2,231
20	123-100	120-170	2-250	2.3%	0-168	0.4%	80%	True	False	1,510
40	123-100	118-220	4-200	3.8%	0-130	0.3%	88%	True	False	829
60	123-100	116-070	7-030	5.8%	0-100	0.3%	92%	True	False	560

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-310
2.618	124-304
1.618	124-104
1.000	123-300
0.618	123-224
HIGH	123-100
0.618	123-024
0.500	123-000
0.382	122-296
LOW	122-220
0.618	122-096
1.000	122-020
1.618	121-216
2.618	121-016
4.250	120-010

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	123-000	122-290
PP	122-293	122-273
S1	122-267	122-257

Download as Excel Spreadsheet

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

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