ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	125-105	125-135	0-030	0.1%	124-275
High	125-205	125-170	-0-035	-0.1%	126-015
Low	125-020	124-245	-0-095	-0.2%	124-075
Close	125-070	125-000	-0-070	-0.2%	124-135
Range	0-185	0-245	0-060	32.4%	1-260
ATR	0-258	0-257	-0-001	-0.4%	0-000
Volume	11,959	10,428	-1,531	-12.8%	189,766

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-127	126-308	125-135
R3	126-202	126-063	125-067
R2	125-277	125-277	125-045
R1	125-138	125-138	125-022	125-085
PP	125-032	125-032	125-032	125-005
S1	124-213	124-213	124-298	124-160
S2	124-107	124-107	124-275
S3	123-182	123-288	124-253
S4	122-257	123-043	124-185

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	125-205	124-000	1-205	1.3%	0-237	0.6%	61%	False	False	12,933
10	126-015	124-000	2-015	1.6%	0-260	0.7%	49%	False	False	39,573
20	126-280	124-000	2-280	2.3%	0-278	0.7%	35%	False	False	607,201
40	126-280	122-065	4-215	3.7%	0-239	0.6%	60%	False	False	819,215
60	126-280	120-245	6-035	4.9%	0-230	0.6%	69%	False	False	903,791
80	126-280	118-260	8-020	6.5%	0-240	0.6%	77%	False	False	922,206
100	126-280	115-110	11-170	9.2%	0-253	0.6%	84%	False	False	743,901
120	126-280	113-150	13-130	10.7%	0-232	0.6%	86%	False	False	620,079

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-251
2.618	127-171
1.618	126-246
1.000	126-095
0.618	126-001
HIGH	125-170
0.618	125-076
0.500	125-048
0.382	125-019
LOW	124-245
0.618	124-094
1.000	124-000
1.618	123-169
2.618	122-244
4.250	121-164

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	125-048	125-065
PP	125-032	125-043
S1	125-016	125-022

Download as Excel Spreadsheet

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

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