ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	123-240	123-200	-0-040	-0.1%	122-270
High	123-290	124-110	0-140	0.4%	123-250
Low	123-190	123-150	-0-040	-0.1%	122-160
Close	123-210	124-040	0-150	0.4%	123-230
Range	0-100	0-280	0-180	180.0%	1-090
ATR	0-178	0-186	0-007	4.1%	0-000
Volume	12,316	5,263	-7,053	-57.3%	37,873

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-193	126-077	124-194
R3	125-233	125-117	124-117
R2	124-273	124-273	124-091
R1	124-157	124-157	124-066	124-215
PP	123-313	123-313	123-313	124-022
S1	123-197	123-197	124-014	123-255
S2	123-033	123-033	123-309
S3	122-073	122-237	123-283
S4	121-113	121-277	123-206

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-057	126-233	124-136
R3	125-287	125-143	124-023
R2	124-197	124-197	123-305
R1	124-053	124-053	123-268	124-125
PP	123-107	123-107	123-107	123-142
S1	122-283	122-283	123-192	123-035
S2	122-017	122-017	123-155
S3	120-247	121-193	123-117
S4	119-157	120-103	123-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-110	122-210	1-220	1.4%	0-200	0.5%	87%	True	False	9,816
10	124-110	121-120	2-310	2.4%	0-192	0.5%	93%	True	False	6,109
20	124-110	120-170	3-260	3.1%	0-182	0.5%	94%	True	False	3,760
40	124-110	118-220	5-210	4.6%	0-150	0.4%	96%	True	False	1,978
60	124-110	117-140	6-290	5.6%	0-114	0.3%	97%	True	False	1,327
80	124-110	113-050	11-060	9.0%	0-098	0.2%	98%	True	False	997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	128-020
2.618	126-203
1.618	125-243
1.000	125-070
0.618	124-283
HIGH	124-110
0.618	124-003
0.500	123-290
0.382	123-257
LOW	123-150
0.618	122-297
1.000	122-190
1.618	122-017
2.618	121-057
4.250	119-240

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	124-017	123-308
PP	123-313	123-257
S1	123-290	123-205

Download as Excel Spreadsheet

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

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