ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	116-020	115-230	-0-110	-0.3%	115-150
High	116-020	115-230	-0-110	-0.3%	115-230
Low	115-300	115-160	-0-140	-0.4%	115-030
Close	115-290	115-220	-0-070	-0.2%	115-120
Range	0-040	0-070	0-030	75.0%	0-200
ATR	0-082	0-086	0-003	4.2%	0-000
Volume	252	244	-8	-3.2%	1,364

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-093	116-067	115-258
R3	116-023	115-317	115-239
R2	115-273	115-273	115-233
R1	115-247	115-247	115-226	115-225
PP	115-203	115-203	115-203	115-192
S1	115-177	115-177	115-214	115-155
S2	115-133	115-133	115-207
S3	115-063	115-107	115-201
S4	114-313	115-037	115-182

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	115-130	0-210	0.6%	0-022	0.1%	43%	False	False	169
10	116-020	115-030	0-310	0.8%	0-020	0.1%	61%	False	False	220
20	116-020	114-100	1-240	1.5%	0-010	0.0%	79%	False	False	114

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 33 trading days

Fibonacci Retracements and Extensions
4.250	116-208
2.618	116-093
1.618	116-023
1.000	115-300
0.618	115-273
HIGH	115-230
0.618	115-203
0.500	115-195
0.382	115-187
LOW	115-160
0.618	115-117
1.000	115-090
1.618	115-047
2.618	114-297
4.250	114-182

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	115-212	115-250
PP	115-203	115-240
S1	115-195	115-230

Download as Excel Spreadsheet

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

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