ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	123-010	122-260	-0-070	-0.2%	121-260
High	123-100	123-040	-0-060	-0.2%	122-310
Low	122-220	122-210	-0-010	0.0%	121-110
Close	122-240	123-000	0-080	0.2%	122-300
Range	0-200	0-150	-0-050	-25.0%	1-200
ATR	0-180	0-178	-0-002	-1.2%	0-000
Volume	3,048	15,606	12,558	412.0%	6,912

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-107	124-043	123-082
R3	123-277	123-213	123-041
R2	123-127	123-127	123-028
R1	123-063	123-063	123-014	123-095
PP	122-297	122-297	122-297	122-312
S1	122-233	122-233	122-306	122-265
S2	122-147	122-147	122-292
S3	121-317	122-083	122-279
S4	121-167	121-253	122-238

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	122-140	0-280	0.7%	0-172	0.4%	64%	False	False	5,382
10	123-100	121-110	1-310	1.6%	0-172	0.4%	84%	False	False	3,406
20	123-100	120-170	2-250	2.3%	0-168	0.4%	89%	False	False	2,281
40	123-100	118-220	4-200	3.8%	0-134	0.3%	93%	False	False	1,218
60	123-100	116-070	7-030	5.8%	0-103	0.3%	96%	False	False	820
80	123-100	113-050	10-050	8.3%	0-089	0.2%	97%	False	False	616

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-038
2.618	124-113
1.618	123-283
1.000	123-190
0.618	123-133
HIGH	123-040
0.618	122-303
0.500	122-285
0.382	122-267
LOW	122-210
0.618	122-117
1.000	122-060
1.618	121-287
2.618	121-137
4.250	120-212

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	122-308	122-310
PP	122-297	122-300
S1	122-285	122-290

Download as Excel Spreadsheet

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

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