ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	123-310	123-290	-0-020	-0.1%	124-200
High	123-310	123-290	-0-020	-0.1%	125-000
Low	123-230	123-000	-0-230	-0.6%	123-000
Close	123-290	123-120	-0-170	-0.4%	123-120
Range	0-080	0-290	0-210	262.5%	2-000
ATR	0-141	0-151	0-011	7.6%	0-000
Volume	9	2	-7	-77.8%	18

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-047	125-213	123-280
R3	125-077	124-243	123-200
R2	124-107	124-107	123-173
R1	123-273	123-273	123-147	123-205
PP	123-137	123-137	123-137	123-102
S1	122-303	122-303	123-093	122-235
S2	122-167	122-167	123-067
S3	121-197	122-013	123-040
S4	120-227	121-043	122-280

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-253	128-187	124-152
R3	127-253	126-187	123-296
R2	125-253	125-253	123-237
R1	124-187	124-187	123-179	124-060
PP	123-253	123-253	123-253	123-190
S1	122-187	122-187	123-061	122-060
S2	121-253	121-253	123-003
S3	119-253	120-187	122-264
S4	117-253	118-187	122-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-000	123-000	2-000	1.6%	0-074	0.2%	19%	False	True	3
10	125-040	123-000	2-040	1.7%	0-049	0.1%	18%	False	True	3
20	125-040	122-300	2-060	1.8%	0-024	0.1%	20%	False	False	2
40	125-040	119-060	5-300	4.8%	0-020	0.1%	71%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	127-242
2.618	126-089
1.618	125-119
1.000	124-260
0.618	124-149
HIGH	123-290
0.618	123-179
0.500	123-145
0.382	123-111
LOW	123-000
0.618	122-141
1.000	122-030
1.618	121-171
2.618	120-201
4.250	119-048

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	123-145	123-235
PP	123-137	123-197
S1	123-128	123-158

Download as Excel Spreadsheet

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

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