ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	124-160	124-100	-0-060	-0.2%	122-300
High	124-160	124-100	-0-060	-0.2%	123-250
Low	124-160	124-100	-0-060	-0.2%	122-300
Close	124-160	124-010	-0-150	-0.4%	123-260
Range
ATR	0-140	0-134	-0-006	-4.1%	0-000
Volume	1	1	0	0.0%	11

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-070	124-040	124-010
R3	124-070	124-040	124-010
R2	124-070	124-070	124-010
R1	124-040	124-040	124-010	124-055
PP	124-070	124-070	124-070	124-078
S1	124-040	124-040	124-010	124-055
S2	124-070	124-070	124-010
S3	124-070	124-040	124-010
S4	124-070	124-040	124-010

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-013	125-247	124-088
R3	125-063	124-297	124-014
R2	124-113	124-113	123-310
R1	124-027	124-027	123-285	124-070
PP	123-163	123-163	123-163	123-185
S1	123-077	123-077	123-235	123-120
S2	122-213	122-213	123-210
S3	121-263	122-127	123-186
S4	120-313	121-177	123-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-160	123-160	1-000	0.8%	0-000	0.0%	53%	False	False	1
10	124-160	121-190	2-290	2.3%	0-019	0.0%	84%	False	False	2
20	124-160	120-070	4-090	3.5%	0-010	0.0%	89%	False	False	2

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	124-100
2.618	124-100
1.618	124-100
1.000	124-100
0.618	124-100
HIGH	124-100
0.618	124-100
0.500	124-100
0.382	124-100
LOW	124-100
0.618	124-100
1.000	124-100
1.618	124-100
2.618	124-100
4.250	124-100

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	124-100	124-040
PP	124-070	124-030
S1	124-040	124-020

Download as Excel Spreadsheet

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

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