ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	115-130	115-300	0-170	0.5%	115-150
High	115-130	115-300	0-170	0.5%	115-230
Low	115-130	115-300	0-170	0.5%	115-030
Close	115-130	115-290	0-160	0.4%	115-120
Range
ATR	0-078	0-085	0-007	8.4%	0-000
Volume	49	294	245	500.0%	1,364

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-297	115-293	115-290
R3	115-297	115-293	115-290
R2	115-297	115-297	115-290
R1	115-293	115-293	115-290	115-295
PP	115-297	115-297	115-297	115-298
S1	115-293	115-293	115-290	115-295
S2	115-297	115-297	115-290
S3	115-297	115-293	115-290
S4	115-297	115-293	115-290

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-087	116-303	115-230
R3	116-207	116-103	115-175
R2	116-007	116-007	115-157
R1	115-223	115-223	115-138	115-175
PP	115-127	115-127	115-127	115-102
S1	115-023	115-023	115-102	114-295
S2	114-247	114-247	115-083
S3	114-047	114-143	115-065
S4	113-167	113-263	115-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-300	115-030	0-270	0.7%	0-008	0.0%	96%	True	False	335
10	116-020	115-030	0-310	0.8%	0-010	0.0%	84%	False	False	171
20	116-020	114-100	1-240	1.5%	0-005	0.0%	91%	False	False	89

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	0-000

Fibonacci Retracements and Extensions
4.250	115-300
2.618	115-300
1.618	115-300
1.000	115-300
0.618	115-300
HIGH	115-300
0.618	115-300
0.500	115-300
0.382	115-300
LOW	115-300
0.618	115-300
1.000	115-300
1.618	115-300
2.618	115-300
4.250	115-300

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	115-300	115-265
PP	115-297	115-240
S1	115-293	115-215

Download as Excel Spreadsheet

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

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