ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	125-200	124-280	-0-240	-0.6%	124-210
High	125-200	125-000	-0-200	-0.5%	126-030
Low	124-130	124-160	0-030	0.1%	124-080
Close	124-260	124-180	-0-080	-0.2%	124-110
Range	1-070	0-160	-0-230	-59.0%	1-270
ATR	0-251	0-245	-0-007	-2.6%	0-000
Volume	1,225,420	1,559,969	334,549	27.3%	1,750,382

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-060	125-280	124-268
R3	125-220	125-120	124-224
R2	125-060	125-060	124-209
R1	124-280	124-280	124-195	124-250
PP	124-220	124-220	124-220	124-205
S1	124-120	124-120	124-165	124-090
S2	124-060	124-060	124-151
S3	123-220	123-280	124-136
S4	123-060	123-120	124-092

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%	1-008	0.8%	32%	False	False	1,067,371
10	126-030	123-310	2-040	1.7%	0-288	0.7%	28%	False	False	648,020
20	126-030	122-300	3-050	2.5%	0-241	0.6%	51%	False	False	337,090
40	126-030	120-170	5-180	4.5%	0-205	0.5%	72%	False	False	169,686
60	126-030	118-220	7-130	5.9%	0-170	0.4%	79%	False	False	113,175
80	126-030	116-070	9-280	7.9%	0-137	0.3%	84%	False	False	84,888
100	126-030	113-050	12-300	10.4%	0-120	0.3%	88%	False	False	67,911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-040
2.618	126-099
1.618	125-259
1.000	125-160
0.618	125-099
HIGH	125-000
0.618	124-259
0.500	124-240
0.382	124-221
LOW	124-160
0.618	124-061
1.000	124-000
1.618	123-221
2.618	123-061
4.250	122-120

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	124-240	125-040
PP	124-220	124-300
S1	124-200	124-240

Download as Excel Spreadsheet

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

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