ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	126-065	126-160	0-095	0.2%	125-155
High	126-210	126-160	-0-050	-0.1%	126-280
Low	126-035	125-110	-0-245	-0.6%	125-025
Close	126-160	125-235	-0-245	-0.6%	125-060
Range	0-175	1-050	0-195	111.4%	1-255
ATR	0-248	0-257	0-009	3.5%	0-000
Volume	442,618	189,190	-253,428	-57.3%	7,549,115

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-105	128-220	126-118
R3	128-055	127-170	126-017
R2	127-005	127-005	125-303
R1	126-120	126-120	125-269	126-038
PP	125-275	125-275	125-275	125-234
S1	125-070	125-070	125-201	124-308
S2	124-225	124-225	125-167
S3	123-175	124-020	125-133
S4	122-125	122-290	125-032

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	126-210	124-295	1-235	1.4%	0-311	0.8%	47%	False	False	1,062,377
10	126-280	124-295	1-305	1.6%	0-296	0.7%	42%	False	False	1,174,829
20	126-280	123-160	3-120	2.7%	0-245	0.6%	66%	False	False	1,091,140
40	126-280	121-145	5-135	4.3%	0-228	0.6%	79%	False	False	1,064,621
60	126-280	119-235	7-045	5.7%	0-227	0.6%	84%	False	False	1,058,449
80	126-280	117-140	9-140	7.5%	0-242	0.6%	88%	False	False	924,086
100	126-280	114-260	12-020	9.6%	0-241	0.6%	91%	False	False	740,075
120	126-280	113-150	13-130	10.7%	0-215	0.5%	91%	False	False	616,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-065
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-132
2.618	129-169
1.618	128-119
1.000	127-210
0.618	127-069
HIGH	126-160
0.618	126-019
0.500	125-295
0.382	125-251
LOW	125-110
0.618	124-201
1.000	124-060
1.618	123-151
2.618	122-101
4.250	120-138

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	125-295	125-252
PP	125-275	125-247
S1	125-255	125-241

Download as Excel Spreadsheet

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

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