ECBOT 10 Year T-Note Future September 2010

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

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	115-150	115-230	0-080	0.2%	116-000
High	115-150	115-230	0-080	0.2%	116-020
Low	115-150	115-180	0-030	0.1%	115-150
Close	115-150	115-210	0-060	0.2%	115-190
Range	0-000	0-050	0-050		0-190
ATR	0-088	0-088	-0-001	-0.7%	0-000
Volume	1	27	26	2,600.0%	7

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-037	116-013	115-238
R3	115-307	115-283	115-224
R2	115-257	115-257	115-219
R1	115-233	115-233	115-215	115-220
PP	115-207	115-207	115-207	115-200
S1	115-183	115-183	115-205	115-170
S2	115-157	115-157	115-201
S3	115-107	115-133	115-196
S4	115-057	115-083	115-182

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-157	117-043	115-294
R3	116-287	116-173	115-242
R2	116-097	116-097	115-225
R1	115-303	115-303	115-207	115-265
PP	115-227	115-227	115-227	115-208
S1	115-113	115-113	115-173	115-075
S2	115-037	115-037	115-155
S3	114-167	114-243	115-138
S4	113-297	114-053	115-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-020	115-150	0-190	0.5%	0-012	0.0%	32%	False	False	6
10	116-020	115-080	0-260	0.7%	0-006	0.0%	50%	False	False	9
20	116-020	114-100	1-240	1.5%	0-003	0.0%	77%	False	False	5

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 26 trading days

Fibonacci Retracements and Extensions
4.250	116-122
2.618	116-041
1.618	115-311
1.000	115-280
0.618	115-261
HIGH	115-230
0.618	115-211
0.500	115-205
0.382	115-199
LOW	115-180
0.618	115-149
1.000	115-130
1.618	115-099
2.618	115-049
4.250	114-288

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	115-208	115-203
PP	115-207	115-197
S1	115-205	115-190

Download as Excel Spreadsheet

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

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