ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	115-280	115-050	-0-230	-0.6%	115-130
High	115-280	115-050	-0-230	-0.6%	116-020
Low	115-280	114-190	-1-090	-1.1%	115-130
Close	115-270	114-210	-1-060	-1.0%	115-170
Range	0-000	0-180	0-180		0-210
ATR	0-074	0-097	0-023	31.5%	0-000
Volume	13	3	-10	-76.9%	1,003

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-157	116-043	114-309
R3	115-297	115-183	114-260
R2	115-117	115-117	114-243
R1	115-003	115-003	114-226	114-290
PP	114-257	114-257	114-257	114-240
S1	114-143	114-143	114-194	114-110
S2	114-077	114-077	114-177
S3	113-217	113-283	114-160
S4	113-037	113-103	114-111

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-203	117-077	115-286
R3	116-313	116-187	115-228
R2	116-103	116-103	115-208
R1	115-297	115-297	115-189	116-040
PP	115-213	115-213	115-213	115-245
S1	115-087	115-087	115-151	115-150
S2	115-003	115-003	115-132
S3	114-113	114-197	115-112
S4	113-223	113-307	115-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-280	114-190	1-090	1.1%	0-050	0.1%	5%	False	True	128
10	116-020	114-190	1-150	1.3%	0-033	0.1%	4%	False	True	131
20	116-020	114-190	1-150	1.3%	0-020	0.1%	4%	False	True	133

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 37 trading days

Fibonacci Retracements and Extensions
4.250	117-175
2.618	116-201
1.618	116-021
1.000	115-230
0.618	115-161
HIGH	115-050
0.618	114-301
0.500	114-280
0.382	114-259
LOW	114-190
0.618	114-079
1.000	114-010
1.618	113-219
2.618	113-039
4.250	112-065

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	114-280	115-075
PP	114-257	115-013
S1	114-233	114-272

Download as Excel Spreadsheet

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

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