ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	122-200	122-300	0-100	0.3%	121-110
High	122-200	122-300	0-100	0.3%	122-200
Low	122-200	122-300	0-100	0.3%	121-110
Close	122-200	122-190	-0-010	0.0%	122-200
Range
ATR	0-135	0-132	-0-002	-1.8%	0-000
Volume	4	4	0	0.0%	11

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-263	122-227	122-190
R3	122-263	122-227	122-190
R2	122-263	122-263	122-190
R1	122-227	122-227	122-190	122-245
PP	122-263	122-263	122-263	122-272
S1	122-227	122-227	122-190	122-245
S2	122-263	122-263	122-190
S3	122-263	122-227	122-190
S4	122-263	122-227	122-190

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-013	125-197	123-106
R3	124-243	124-107	122-313
R2	123-153	123-153	122-275
R1	123-017	123-017	122-238	123-085
PP	122-063	122-063	122-063	122-098
S1	121-247	121-247	122-162	121-315
S2	120-293	120-293	122-125
S3	119-203	120-157	122-087
S4	118-113	119-067	121-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-300	121-190	1-110	1.1%	0-038	0.1%	74%	True	False	2
10	122-300	120-070	2-230	2.2%	0-019	0.0%	87%	True	False	2
20	122-300	119-060	3-240	3.1%	0-010	0.0%	91%	True	False	4

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	0-007

Fibonacci Retracements and Extensions
4.250	122-300
2.618	122-300
1.618	122-300
1.000	122-300
0.618	122-300
HIGH	122-300
0.618	122-300
0.500	122-300
0.382	122-300
LOW	122-300
0.618	122-300
1.000	122-300
1.618	122-300
2.618	122-300
4.250	122-300

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	122-300	122-160
PP	122-263	122-130
S1	122-227	122-100

Download as Excel Spreadsheet

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

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