ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	125-260	125-140	-0-120	-0.3%	125-035
High	126-015	125-210	-0-125	-0.3%	126-210
Low	125-095	124-200	-0-215	-0.5%	124-195
Close	125-135	124-210	-0-245	-0.6%	125-000
Range	0-240	1-010	0-090	37.5%	2-015
ATR	0-261	0-266	0-005	1.9%	0-000
Volume	35,459	36,123	664	1.9%	1,985,566

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-023	127-127	125-072
R3	127-013	126-117	124-301
R2	126-003	126-003	124-270
R1	125-107	125-107	124-240	125-050
PP	124-313	124-313	124-313	124-285
S1	124-097	124-097	124-180	124-040
S2	123-303	123-303	124-150
S3	122-293	123-087	124-119
S4	121-283	122-077	124-028

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-180	130-105	126-040
R3	129-165	128-090	125-180
R2	127-150	127-150	125-120
R1	126-075	126-075	125-060	125-265
PP	125-135	125-135	125-135	125-070
S1	124-060	124-060	124-260	123-250
S2	123-120	123-120	124-200
S3	121-105	122-045	124-140
S4	119-090	120-030	123-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-015	124-195	1-140	1.2%	0-284	0.7%	3%	False	False	66,213
10	126-210	124-195	2-015	1.6%	0-298	0.7%	2%	False	False	564,295
20	126-280	124-195	2-085	1.8%	0-264	0.7%	2%	False	False	847,299
40	126-280	121-300	4-300	4.0%	0-239	0.6%	55%	False	False	958,931
60	126-280	119-240	7-040	5.7%	0-229	0.6%	69%	False	False	978,575
80	126-280	118-080	8-200	6.9%	0-244	0.6%	74%	False	False	927,259
100	126-280	115-000	11-280	9.5%	0-248	0.6%	81%	False	False	743,339
120	126-280	113-150	13-130	10.8%	0-226	0.6%	83%	False	False	619,628

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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-012
2.618	128-114
1.618	127-104
1.000	126-220
0.618	126-094
HIGH	125-210
0.618	125-084
0.500	125-045
0.382	125-006
LOW	124-200
0.618	123-316
1.000	123-190
1.618	122-306
2.618	121-296
4.250	120-078

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	125-045	125-108
PP	124-313	125-035
S1	124-262	124-282

Download as Excel Spreadsheet

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

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