ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	125-160	123-310	-1-170	-1.2%	124-210
High	125-200	125-140	-0-060	-0.1%	126-030
Low	124-080	123-310	-0-090	-0.2%	124-080
Close	124-110	125-090	0-300	0.8%	124-110
Range	1-120	1-150	0-030	6.8%	1-270
ATR	0-228	0-245	0-017	7.6%	0-000
Volume	708,712	998,488	289,776	40.9%	1,750,382

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-097	128-243	126-028
R3	127-267	127-093	125-219
R2	126-117	126-117	125-176
R1	125-263	125-263	125-133	126-030
PP	124-287	124-287	124-287	125-010
S1	124-113	124-113	125-047	124-200
S2	123-137	123-137	125-004
S3	121-307	122-283	124-281
S4	120-157	121-133	124-152

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	123-310	2-040	1.7%	1-028	0.9%	62%	False	True	535,131
10	126-030	123-310	2-040	1.7%	0-279	0.7%	62%	False	True	302,119
20	126-030	122-160	3-190	2.9%	0-234	0.6%	77%	False	False	156,621
40	126-030	120-170	5-180	4.4%	0-196	0.5%	85%	False	False	78,962
60	126-030	118-220	7-130	5.9%	0-161	0.4%	89%	False	False	52,683
80	126-030	116-070	9-280	7.9%	0-128	0.3%	92%	False	False	39,518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	131-218
2.618	129-090
1.618	127-260
1.000	126-290
0.618	126-110
HIGH	125-140
0.618	124-280
0.500	124-225
0.382	124-170
LOW	123-310
0.618	123-020
1.000	122-160
1.618	121-190
2.618	120-040
4.250	117-232

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	125-028	125-038
PP	124-287	124-307
S1	124-225	124-255

Download as Excel Spreadsheet

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

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