ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	124-085	124-270	0-185	0.5%	124-275
High	125-010	125-160	0-150	0.4%	126-015
Low	124-000	124-270	0-270	0.7%	124-075
Close	124-300	125-145	0-165	0.4%	124-135
Range	1-010	0-210	-0-120	-36.4%	1-260
ATR	0-268	0-263	-0-004	-1.5%	0-000
Volume	10,642	8,287	-2,355	-22.1%	189,766

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-075	127-000	125-260
R3	126-185	126-110	125-203
R2	125-295	125-295	125-184
R1	125-220	125-220	125-164	125-258
PP	125-085	125-085	125-085	125-104
S1	125-010	125-010	125-126	125-048
S2	124-195	124-195	125-106
S3	123-305	124-120	125-087
S4	123-095	123-230	125-030

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-108	129-062	125-134
R3	128-168	127-122	124-294
R2	126-228	126-228	124-241
R1	125-182	125-182	124-188	125-075
PP	124-288	124-288	124-288	124-235
S1	123-242	123-242	124-082	123-135
S2	123-028	123-028	124-029
S3	121-088	121-302	123-296
S4	119-148	120-042	123-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-015	124-000	2-015	1.6%	0-265	0.7%	71%	False	False	22,772
10	126-210	124-000	2-210	2.1%	0-272	0.7%	55%	False	False	100,515
20	126-280	124-000	2-280	2.3%	0-275	0.7%	51%	False	False	703,121
40	126-280	122-065	4-215	3.7%	0-239	0.6%	70%	False	False	863,026
60	126-280	119-240	7-040	5.7%	0-231	0.6%	80%	False	False	929,898
80	126-280	118-260	8-020	6.4%	0-241	0.6%	82%	False	False	925,872
100	126-280	115-000	11-280	9.5%	0-252	0.6%	88%	False	False	743,707
120	126-280	113-150	13-130	10.7%	0-229	0.6%	89%	False	False	619,978

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-047
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	128-092
2.618	127-070
1.618	126-180
1.000	126-050
0.618	125-290
HIGH	125-160
0.618	125-080
0.500	125-055
0.382	125-030
LOW	124-270
0.618	124-140
1.000	124-060
1.618	123-250
2.618	123-040
4.250	122-018

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	125-115	125-070
PP	125-085	124-315
S1	125-055	124-240

Download as Excel Spreadsheet

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

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