ECBOT 10 Year T-Note Future December 2010

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

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	125-140	125-170	0-030	0.1%	123-110
High	125-305	126-025	0-040	0.1%	124-210
Low	125-140	125-110	-0-030	-0.1%	122-300
Close	125-180	125-185	0-005	0.0%	124-045
Range	0-165	0-235	0-070	42.4%	1-230
ATR	0-260	0-258	-0-002	-0.7%	0-000
Volume	1,266,555	1,147,377	-119,178	-9.4%	5,841,811

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-278	127-147	125-314
R3	127-043	126-232	125-250
R2	126-128	126-128	125-228
R1	125-317	125-317	125-207	126-062
PP	125-213	125-213	125-213	125-246
S1	125-082	125-082	125-163	125-148
S2	124-298	124-298	125-142
S3	124-063	124-167	125-120
S4	123-148	123-252	125-056

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-022	128-103	125-028
R3	127-112	126-193	124-196
R2	125-202	125-202	124-146
R1	124-283	124-283	124-095	125-082
PP	123-292	123-292	123-292	124-031
S1	123-053	123-053	123-315	123-172
S2	122-062	122-062	123-264
S3	120-152	121-143	123-214
S4	118-242	119-233	123-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-025	123-165	2-180	2.0%	0-238	0.6%	80%	True	False	1,148,864
10	126-025	122-300	3-045	2.5%	0-248	0.6%	84%	True	False	1,144,687
20	126-025	122-300	3-045	2.5%	0-282	0.7%	84%	True	False	1,103,525
40	126-030	121-280	4-070	3.4%	0-244	0.6%	88%	False	False	574,172
60	126-030	120-170	5-180	4.4%	0-215	0.5%	91%	False	False	383,089
80	126-030	118-100	7-250	6.2%	0-179	0.4%	93%	False	False	287,327
100	126-030	115-090	10-260	8.6%	0-158	0.4%	95%	False	False	229,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-064
2.618	128-000
1.618	127-085
1.000	126-260
0.618	126-170
HIGH	126-025
0.618	125-255
0.500	125-228
0.382	125-200
LOW	125-110
0.618	124-285
1.000	124-195
1.618	124-050
2.618	123-135
4.250	122-071

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	125-228	125-142
PP	125-213	125-100
S1	125-199	125-058

Download as Excel Spreadsheet

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

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