ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	114-200	114-140	-0-060	-0.2%	115-240
High	114-200	114-170	-0-030	-0.1%	115-280
Low	114-000	114-090	0-090	0.2%	114-000
Close	114-040	114-160	0-120	0.3%	114-160
Range	0-200	0-080	-0-120	-60.0%	1-280
ATR	0-105	0-107	0-002	1.7%	0-000
Volume	231	7,682	7,451	3,225.5%	8,147

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-060	115-030	114-204
R3	114-300	114-270	114-182
R2	114-220	114-220	114-175
R1	114-190	114-190	114-167	114-205
PP	114-140	114-140	114-140	114-148
S1	114-110	114-110	114-153	114-125
S2	114-060	114-060	114-145
S3	113-300	114-030	114-138
S4	113-220	113-270	114-116

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-133	119-107	115-170
R3	118-173	117-147	115-005
R2	116-213	116-213	114-270
R1	115-187	115-187	114-215	115-060
PP	114-253	114-253	114-253	114-190
S1	113-227	113-227	114-105	113-100
S2	112-293	112-293	114-050
S3	111-013	111-267	113-315
S4	109-053	109-307	113-150

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%	0-092	0.3%	27%	False	False	1,629
10	116-020	114-000	2-020	1.8%	0-057	0.2%	24%	False	False	915
20	116-020	114-000	2-020	1.8%	0-034	0.1%	24%	False	False	526

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-190
2.618	115-059
1.618	114-299
1.000	114-250
0.618	114-219
HIGH	114-170
0.618	114-139
0.500	114-130
0.382	114-121
LOW	114-090
0.618	114-041
1.000	114-010
1.618	113-281
2.618	113-201
4.250	113-070

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	114-150	114-185
PP	114-140	114-177
S1	114-130	114-168

Download as Excel Spreadsheet

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

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