ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	114-110	114-150	0-040	0.1%	115-240
High	114-160	114-160	0-000	0.0%	115-280
Low	114-110	114-120	0-010	0.0%	114-000
Close	114-160	114-160	0-000	0.0%	114-160
Range	0-050	0-040	-0-010	-20.0%	1-280
ATR	0-103	0-098	-0-004	-4.4%	0-000
Volume	2,629	861	-1,768	-67.2%	8,147

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-267	114-253	114-182
R3	114-227	114-213	114-171
R2	114-187	114-187	114-167
R1	114-173	114-173	114-164	114-180
PP	114-147	114-147	114-147	114-150
S1	114-133	114-133	114-156	114-140
S2	114-107	114-107	114-153
S3	114-067	114-093	114-149
S4	114-027	114-053	114-138

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	115-050	114-000	1-050	1.0%	0-110	0.3%	43%	False	False	2,281
10	116-020	114-000	2-020	1.8%	0-066	0.2%	24%	False	False	1,229
20	116-020	114-000	2-020	1.8%	0-038	0.1%	24%	False	False	700
40	116-020	114-000	2-020	1.8%	0-019	0.1%	24%	False	False	352

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0-004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-010
2.618	114-265
1.618	114-225
1.000	114-200
0.618	114-185
HIGH	114-160
0.618	114-145
0.500	114-140
0.382	114-135
LOW	114-120
0.618	114-095
1.000	114-080
1.618	114-055
2.618	114-015
4.250	113-270

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	114-153	114-150
PP	114-147	114-140
S1	114-140	114-130

Download as Excel Spreadsheet

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

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