ECBOT 10 Year T-Note Future September 2010

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

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	125-035	126-065	1-030	0.9%	125-155
High	126-085	126-210	0-125	0.3%	126-280
Low	124-295	126-035	1-060	1.0%	125-025
Close	126-030	126-160	0-130	0.3%	125-060
Range	1-110	0-175	-0-255	-59.3%	1-255
ATR	0-254	0-248	-0-005	-2.1%	0-000
Volume	1,189,106	442,618	-746,488	-62.8%	7,549,115

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-020	127-265	126-256
R3	127-165	127-090	126-208
R2	126-310	126-310	126-192
R1	126-235	126-235	126-176	126-272
PP	126-135	126-135	126-135	126-154
S1	126-060	126-060	126-144	126-098
S2	125-280	125-280	126-128
S3	125-105	125-205	126-112
S4	124-250	125-030	126-064

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	124-295	1-305	1.5%	0-305	0.8%	81%	False	False	1,389,310
10	126-280	124-295	1-305	1.5%	0-275	0.7%	81%	False	False	1,251,437
20	126-280	123-160	3-120	2.7%	0-238	0.6%	89%	False	False	1,130,730
40	126-280	121-145	5-135	4.3%	0-223	0.6%	93%	False	False	1,083,627
60	126-280	119-235	7-045	5.6%	0-223	0.6%	95%	False	False	1,071,167
80	126-280	117-060	9-220	7.7%	0-241	0.6%	96%	False	False	921,952
100	126-280	114-230	12-050	9.6%	0-238	0.6%	97%	False	False	738,188
120	126-280	113-150	13-130	10.6%	0-212	0.5%	97%	False	False	615,302

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-069
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-314
2.618	128-028
1.618	127-173
1.000	127-065
0.618	126-318
HIGH	126-210
0.618	126-143
0.500	126-122
0.382	126-102
LOW	126-035
0.618	125-247
1.000	125-180
1.618	125-072
2.618	124-217
4.250	123-251

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	126-148	126-084
PP	126-135	126-008
S1	126-122	125-252

Download as Excel Spreadsheet

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

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