ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	124-280	124-180	-0-100	-0.3%	123-310
High	125-000	124-300	-0-020	-0.1%	125-270
Low	124-160	123-210	-0-270	-0.7%	123-210
Close	124-180	124-010	-0-170	-0.4%	124-010
Range	0-160	1-090	0-250	156.3%	2-060
ATR	0-245	0-256	0-012	4.8%	0-000
Volume	1,559,969	1,087,896	-472,073	-30.3%	5,716,039

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-017	127-103	124-236
R3	126-247	126-013	124-123
R2	125-157	125-157	124-085
R1	124-243	124-243	124-048	124-155
PP	124-067	124-067	124-067	124-022
S1	123-153	123-153	123-292	123-065
S2	122-297	122-297	123-255
S3	121-207	122-063	123-217
S4	120-117	120-293	123-104

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-023	129-237	125-075
R3	128-283	127-177	124-202
R2	126-223	126-223	124-138
R1	125-117	125-117	124-074	126-010
PP	124-163	124-163	124-163	124-270
S1	123-057	123-057	123-266	123-270
S2	122-103	122-103	123-202
S3	120-043	120-317	123-138
S4	117-303	118-257	122-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-270	123-210	2-060	1.8%	1-002	0.8%	17%	False	True	1,143,207
10	126-030	123-210	2-140	2.0%	0-304	0.8%	15%	False	True	746,642
20	126-030	123-150	2-200	2.1%	0-248	0.6%	21%	False	False	390,843
40	126-030	120-170	5-180	4.5%	0-214	0.5%	63%	False	False	196,879
60	126-030	118-220	7-130	6.0%	0-176	0.4%	72%	False	False	131,307
80	126-030	116-110	9-240	7.9%	0-142	0.4%	79%	False	False	98,486
100	126-030	113-050	12-300	10.4%	0-124	0.3%	84%	False	False	78,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-051
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-122
2.618	128-093
1.618	127-003
1.000	126-070
0.618	125-233
HIGH	124-300
0.618	124-143
0.500	124-095
0.382	124-047
LOW	123-210
0.618	122-277
1.000	122-120
1.618	121-187
2.618	120-097
4.250	118-068

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	124-095	124-205
PP	124-067	124-140
S1	124-038	124-075

Download as Excel Spreadsheet

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

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