ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	115-300	116-020	0-040	0.1%	115-150
High	115-300	116-020	0-040	0.1%	115-230
Low	115-300	115-300	0-000	0.0%	115-030
Close	115-290	115-290	0-000	0.0%	115-120
Range	0-000	0-040	0-040		0-200
ATR	0-085	0-082	-0-002	-2.9%	0-000
Volume	294	252	-42	-14.3%	1,364

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-110	116-080	115-312
R3	116-070	116-040	115-301
R2	116-030	116-030	115-297
R1	116-000	116-000	115-294	115-315
PP	115-310	115-310	115-310	115-308
S1	115-280	115-280	115-286	115-275
S2	115-270	115-270	115-283
S3	115-230	115-240	115-279
S4	115-190	115-200	115-268

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	116-020	115-030	0-310	0.8%	0-016	0.0%	84%	True	False	134
10	116-020	115-030	0-310	0.8%	0-013	0.0%	84%	True	False	196
20	116-020	114-100	1-240	1.5%	0-007	0.0%	91%	True	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	116-190
2.618	116-125
1.618	116-085
1.000	116-060
0.618	116-045
HIGH	116-020
0.618	116-005
0.500	116-000
0.382	115-315
LOW	115-300
0.618	115-275
1.000	115-260
1.618	115-235
2.618	115-195
4.250	115-130

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	116-000	115-272
PP	115-310	115-253
S1	115-300	115-235

Download as Excel Spreadsheet

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

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