ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	123-280	124-280	1-000	0.8%	123-310
High	124-290	125-035	0-065	0.2%	125-270
Low	123-250	124-100	0-170	0.4%	123-210
Close	124-270	124-140	-0-130	-0.3%	124-010
Range	1-040	0-255	-0-105	-29.2%	2-060
ATR	0-264	0-263	-0-001	-0.2%	0-000
Volume	1,327,998	1,075,498	-252,500	-19.0%	5,716,039

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-003	126-167	124-280
R3	126-068	125-232	124-210
R2	125-133	125-133	124-187
R1	124-297	124-297	124-163	124-248
PP	124-198	124-198	124-198	124-174
S1	124-042	124-042	124-117	123-312
S2	123-263	123-263	124-093
S3	123-008	123-107	124-070
S4	122-073	122-172	124-000

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	125-200	123-210	1-310	1.6%	0-315	0.8%	40%	False	False	1,255,356
10	126-030	123-210	2-140	2.0%	0-316	0.8%	32%	False	False	968,229
20	126-030	123-210	2-140	2.0%	0-260	0.7%	32%	False	False	510,139
40	126-030	120-170	5-180	4.5%	0-221	0.6%	70%	False	False	256,949
60	126-030	118-220	7-130	6.0%	0-187	0.5%	78%	False	False	171,365
80	126-030	117-140	8-210	7.0%	0-150	0.4%	81%	False	False	128,530
100	126-030	113-050	12-300	10.4%	0-130	0.3%	87%	False	False	102,825

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-159
2.618	127-063
1.618	126-128
1.000	125-290
0.618	125-193
HIGH	125-035
0.618	124-258
0.500	124-228
0.382	124-197
LOW	124-100
0.618	123-262
1.000	123-165
1.618	123-007
2.618	122-072
4.250	120-296

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	124-228	124-134
PP	124-198	124-128
S1	124-169	124-122

Download as Excel Spreadsheet

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

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