ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	125-120	125-200	0-080	0.2%	124-210
High	125-270	125-200	-0-070	-0.2%	126-030
Low	125-090	124-130	-0-280	-0.7%	124-080
Close	125-200	124-260	-0-260	-0.6%	124-110
Range	0-180	1-070	0-210	116.7%	1-270
ATR	0-240	0-251	0-011	4.4%	0-000
Volume	844,266	1,225,420	381,154	45.1%	1,750,382

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-193	127-297	125-154
R3	127-123	126-227	125-047
R2	126-053	126-053	125-012
R1	125-157	125-157	124-296	125-070
PP	124-303	124-303	124-303	124-260
S1	124-087	124-087	124-224	124-000
S2	123-233	123-233	124-188
S3	122-163	123-017	124-153
S4	121-093	121-267	124-046

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	125-270	123-310	1-280	1.5%	1-006	0.8%	45%	False	False	863,016
10	126-030	123-310	2-040	1.7%	0-301	0.8%	40%	False	False	501,568
20	126-030	122-210	3-140	2.8%	0-240	0.6%	63%	False	False	259,872
40	126-030	120-170	5-180	4.5%	0-204	0.5%	77%	False	False	130,691
60	126-030	118-220	7-130	5.9%	0-167	0.4%	83%	False	False	87,177
80	126-030	116-070	9-280	7.9%	0-135	0.3%	87%	False	False	65,388

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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-258
2.618	128-261
1.618	127-191
1.000	126-270
0.618	126-121
HIGH	125-200
0.618	125-051
0.500	125-005
0.382	124-279
LOW	124-130
0.618	123-209
1.000	123-060
1.618	122-139
2.618	121-069
4.250	119-072

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	125-005	124-290
PP	124-303	124-280
S1	124-282	124-270

Download as Excel Spreadsheet

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

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