ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	125-080	125-160	0-080	0.2%	124-210
High	125-170	125-200	0-030	0.1%	126-030
Low	125-020	124-080	-0-260	-0.6%	124-080
Close	125-130	124-110	-1-020	-0.8%	124-110
Range	0-150	1-120	0-290	193.3%	1-270
ATR	0-211	0-228	0-016	7.7%	0-000
Volume	538,196	708,712	170,516	31.7%	1,750,382

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-277	127-313	125-032
R3	127-157	126-193	124-231
R2	126-037	126-037	124-191
R1	125-073	125-073	124-150	124-315
PP	124-237	124-237	124-237	124-198
S1	123-273	123-273	124-070	123-195
S2	123-117	123-117	124-029
S3	121-317	122-153	123-309
S4	120-197	121-033	123-188

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-137	129-073	125-114
R3	128-187	127-123	124-272
R2	126-237	126-237	124-218
R1	125-173	125-173	124-164	125-070
PP	124-287	124-287	124-287	124-235
S1	123-223	123-223	124-056	123-120
S2	123-017	123-017	124-002
S3	121-067	121-273	123-268
S4	119-117	120-003	123-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-030	124-080	1-270	1.5%	0-286	0.7%	5%	False	True	350,076
10	126-030	124-080	1-270	1.5%	0-254	0.6%	5%	False	True	203,613
20	126-030	122-160	3-190	2.9%	0-216	0.5%	51%	False	False	106,934
40	126-030	120-170	5-180	4.5%	0-188	0.5%	69%	False	False	54,031
60	126-030	118-220	7-130	6.0%	0-155	0.4%	76%	False	False	36,042
80	126-030	116-070	9-280	7.9%	0-129	0.3%	82%	False	False	27,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-067
Widest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	131-150
2.618	129-072
1.618	127-272
1.000	127-000
0.618	126-152
HIGH	125-200
0.618	125-032
0.500	124-300
0.382	124-248
LOW	124-080
0.618	123-128
1.000	122-280
1.618	122-008
2.618	120-208
4.250	118-130

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	124-300	125-055
PP	124-237	124-287
S1	124-173	124-198

Download as Excel Spreadsheet

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

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