ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	115-050	114-200	-0-170	-0.5%	115-130
High	115-050	114-200	-0-170	-0.5%	116-020
Low	114-190	114-000	-0-190	-0.5%	115-130
Close	114-210	114-040	-0-170	-0.5%	115-170
Range	0-180	0-200	0-020	11.1%	0-210
ATR	0-097	0-105	0-008	8.3%	0-000
Volume	3	231	228	7,600.0%	1,003

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-040	115-240	114-150
R3	115-160	115-040	114-095
R2	114-280	114-280	114-077
R1	114-160	114-160	114-058	114-120
PP	114-080	114-080	114-080	114-060
S1	113-280	113-280	114-022	113-240
S2	113-200	113-200	114-003
S3	113-000	113-080	113-305
S4	112-120	112-200	113-250

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	114-000	1-280	1.6%	0-076	0.2%	7%	False	True	125
10	116-020	114-000	2-020	1.8%	0-049	0.1%	6%	False	True	147
20	116-020	114-000	2-020	1.8%	0-030	0.1%	6%	False	True	143

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 38 trading days

Fibonacci Retracements and Extensions
4.250	117-090
2.618	116-084
1.618	115-204
1.000	115-080
0.618	115-004
HIGH	114-200
0.618	114-124
0.500	114-100
0.382	114-076
LOW	114-000
0.618	113-196
1.000	113-120
1.618	112-316
2.618	112-116
4.250	111-110

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	114-100	114-300
PP	114-080	114-213
S1	114-060	114-127

Download as Excel Spreadsheet

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

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