ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 31-Mar-2010

Day Change Summary
	Previous	Current
	30-Mar-2010	31-Mar-2010	Change	Change %	Previous Week
Open	114-150	114-150	0-000	0.0%	115-240
High	114-160	115-010	0-170	0.5%	115-280
Low	114-120	114-150	0-030	0.1%	114-000
Close	114-160	114-260	0-100	0.3%	114-160
Range	0-040	0-180	0-140	350.0%	1-280
ATR	0-098	0-104	0-006	5.9%	0-000
Volume	861	1,111	250	29.0%	8,147

Daily Pivots for day following 31-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-147	116-063	115-039
R3	115-287	115-203	114-310
R2	115-107	115-107	114-293
R1	115-023	115-023	114-276	115-065
PP	114-247	114-247	114-247	114-268
S1	114-163	114-163	114-244	114-205
S2	114-067	114-067	114-227
S3	113-207	113-303	114-210
S4	113-027	113-123	114-161

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	115-010	114-000	1-010	0.9%	0-110	0.3%	79%	True	False	2,502
10	115-280	114-000	1-280	1.6%	0-080	0.2%	43%	False	False	1,315
20	116-020	114-000	2-020	1.8%	0-046	0.1%	39%	False	False	755
40	116-020	114-000	2-020	1.8%	0-024	0.1%	39%	False	False	380

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-135
2.618	116-161
1.618	115-301
1.000	115-190
0.618	115-121
HIGH	115-010
0.618	114-261
0.500	114-240
0.382	114-219
LOW	114-150
0.618	114-039
1.000	113-290
1.618	113-179
2.618	112-319
4.250	112-025

Fisher Pivots for day following 31-Mar-2010
Pivot	1 day	3 day
R1	114-253	114-247
PP	114-247	114-233
S1	114-240	114-220

Download as Excel Spreadsheet

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

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