ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	126-015	126-105	0-090	0.2%	125-155
High	126-110	126-135	0-025	0.1%	126-280
Low	125-280	125-025	-0-255	-0.6%	125-025
Close	126-070	125-060	-1-010	-0.8%	125-060
Range	0-150	1-110	0-280	186.7%	1-255
ATR	0-225	0-240	0-015	6.5%	0-000
Volume	1,578,195	1,912,776	334,581	21.2%	7,549,115

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-190	128-235	125-296
R3	128-080	127-125	125-178
R2	126-290	126-290	125-139
R1	126-015	126-015	125-099	125-258
PP	125-180	125-180	125-180	125-141
S1	124-225	124-225	125-021	124-148
S2	124-070	124-070	124-301
S3	122-280	123-115	124-262
S4	121-170	122-005	124-144

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-033	129-302	126-056
R3	129-098	128-047	125-218
R2	127-163	127-163	125-165
R1	126-112	126-112	125-113	126-010
PP	125-228	125-228	125-228	125-178
S1	124-177	124-177	125-007	124-075
S2	123-293	123-293	124-275
S3	122-038	122-242	124-222
S4	120-103	120-307	124-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-280	125-025	1-255	1.4%	0-283	0.7%	6%	False	True	1,509,823
10	126-280	125-025	1-255	1.4%	0-258	0.6%	6%	False	True	1,284,229
20	126-280	123-125	3-155	2.8%	0-226	0.6%	52%	False	False	1,155,276
40	126-280	121-145	5-135	4.3%	0-218	0.5%	69%	False	False	1,104,687
60	126-280	119-090	7-190	6.1%	0-225	0.6%	78%	False	False	1,087,325
80	126-280	117-060	9-220	7.7%	0-251	0.6%	83%	False	False	901,866
100	126-280	114-080	12-200	10.1%	0-234	0.6%	87%	False	False	721,876
120	126-280	113-150	13-130	10.7%	0-207	0.5%	87%	False	False	601,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	132-042
2.618	129-301
1.618	128-191
1.000	127-245
0.618	127-081
HIGH	126-135
0.618	125-291
0.500	125-240
0.382	125-189
LOW	125-025
0.618	124-079
1.000	123-235
1.618	122-289
2.618	121-179
4.250	119-118

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	125-240	125-312
PP	125-180	125-228
S1	125-120	125-144

Download as Excel Spreadsheet

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

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