ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	121-030	121-000	-0-030	-0.1%	120-250
High	121-030	121-000	-0-030	-0.1%	121-050
Low	121-030	121-000	-0-030	-0.1%	120-250
Close	121-030	120-190	-0-160	-0.4%	120-190
Range
ATR	0-103	0-097	-0-005	-5.1%	0-000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-277	120-233	120-190
R3	120-277	120-233	120-190
R2	120-277	120-277	120-190
R1	120-233	120-233	120-190	120-255
PP	120-277	120-277	120-277	120-288
S1	120-233	120-233	120-190	120-255
S2	120-277	120-277	120-190
S3	120-277	120-233	120-190
S4	120-277	120-233	120-190

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-310	121-210	120-256
R3	121-190	121-090	120-223
R2	121-070	121-070	120-212
R1	120-290	120-290	120-201	120-280
PP	120-270	120-270	120-270	120-265
S1	120-170	120-170	120-179	120-160
S2	120-150	120-150	120-168
S3	120-030	120-050	120-157
S4	119-230	119-250	120-124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-050	120-250	0-120	0.3%	0-000	0.0%	-50%	False	False	3
10	121-050	119-060	1-310	1.6%	0-013	0.0%	71%	False	False	6

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	121-000
2.618	121-000
1.618	121-000
1.000	121-000
0.618	121-000
HIGH	121-000
0.618	121-000
0.500	121-000
0.382	121-000
LOW	121-000
0.618	121-000
1.000	121-000
1.618	121-000
2.618	121-000
4.250	121-000

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	121-000	121-025
PP	120-277	120-293
S1	120-233	120-242

Download as Excel Spreadsheet

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

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