ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	115-150	115-070	-0-080	-0.2%	116-000
High	115-150	115-070	-0-080	-0.2%	116-020
Low	115-150	115-030	-0-120	-0.3%	115-150
Close	115-150	115-120	-0-030	-0.1%	115-190
Range	0-000	0-040	0-040		0-190
ATR	0-086	0-088	0-002	2.9%	0-000
Volume	1,259	71	-1,188	-94.4%	7

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-193	115-197	115-142
R3	115-153	115-157	115-131
R2	115-113	115-113	115-127
R1	115-117	115-117	115-124	115-115
PP	115-073	115-073	115-073	115-072
S1	115-077	115-077	115-116	115-075
S2	115-033	115-033	115-113
S3	114-313	115-037	115-109
S4	114-273	114-317	115-098

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	115-230	115-030	0-200	0.5%	0-018	0.0%	45%	False	True	272
10	116-020	115-030	0-310	0.8%	0-010	0.0%	29%	False	True	139
20	116-020	114-100	1-240	1.5%	0-005	0.0%	61%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-240
2.618	115-175
1.618	115-135
1.000	115-110
0.618	115-095
HIGH	115-070
0.618	115-055
0.500	115-050
0.382	115-045
LOW	115-030
0.618	115-005
1.000	114-310
1.618	114-285
2.618	114-245
4.250	114-180

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	115-097	115-130
PP	115-073	115-127
S1	115-050	115-123

Download as Excel Spreadsheet

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

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