ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	124-180	123-280	-0-220	-0.6%	123-310
High	124-300	124-290	-0-010	0.0%	125-270
Low	123-210	123-250	0-040	0.1%	123-210
Close	124-010	124-270	0-260	0.7%	124-010
Range	1-090	1-040	-0-050	-12.2%	2-060
ATR	0-256	0-264	0-007	2.9%	0-000
Volume	1,087,896	1,327,998	240,102	22.1%	5,716,039

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-283	127-157	125-148
R3	126-243	126-117	125-049
R2	125-203	125-203	125-016
R1	125-077	125-077	124-303	125-140
PP	124-163	124-163	124-163	124-195
S1	124-037	124-037	124-237	124-100
S2	123-123	123-123	124-204
S3	122-083	122-317	124-171
S4	121-043	121-277	124-072

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%	0-300	0.8%	54%	False	False	1,209,109
10	126-030	123-210	2-140	2.0%	1-004	0.8%	49%	False	False	872,120
20	126-030	123-150	2-200	2.1%	0-261	0.7%	52%	False	False	456,627
40	126-030	120-170	5-180	4.5%	0-220	0.5%	78%	False	False	230,064
60	126-030	118-220	7-130	5.9%	0-182	0.5%	83%	False	False	153,440
80	126-030	117-090	8-260	7.1%	0-147	0.4%	86%	False	False	115,086
100	126-030	113-050	12-300	10.4%	0-127	0.3%	90%	False	False	92,070

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-220
2.618	127-272
1.618	126-232
1.000	126-010
0.618	125-192
HIGH	124-290
0.618	124-152
0.500	124-110
0.382	124-068
LOW	123-250
0.618	123-028
1.000	122-210
1.618	121-308
2.618	120-268
4.250	119-000

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	124-217	124-215
PP	124-163	124-160
S1	124-110	124-105

Download as Excel Spreadsheet

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

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