ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	124-280	124-130	-0-150	-0.4%	123-310
High	125-035	124-230	-0-125	-0.3%	125-270
Low	124-100	123-190	-0-230	-0.6%	123-210
Close	124-140	123-200	-0-260	-0.7%	124-010
Range	0-255	1-040	0-105	41.2%	2-060
ATR	0-263	0-270	0-007	2.6%	0-000
Volume	1,075,498	1,257,195	181,697	16.9%	5,716,039

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-113	126-197	124-078
R3	126-073	125-157	123-299
R2	125-033	125-033	123-266
R1	124-117	124-117	123-233	124-055
PP	123-313	123-313	123-313	123-282
S1	123-077	123-077	123-167	123-015
S2	122-273	122-273	123-134
S3	121-233	122-037	123-101
S4	120-193	120-317	123-002

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	125-035	123-190	1-165	1.2%	0-309	0.8%	2%	False	True	1,261,711
10	125-270	123-190	2-080	1.8%	0-318	0.8%	1%	False	True	1,062,363
20	126-030	123-190	2-160	2.0%	0-270	0.7%	1%	False	True	572,147
40	126-030	121-110	4-240	3.8%	0-223	0.6%	48%	False	False	288,375
60	126-030	118-220	7-130	6.0%	0-193	0.5%	67%	False	False	192,318
80	126-030	117-140	8-210	7.0%	0-155	0.4%	71%	False	False	144,244
100	126-030	113-050	12-300	10.5%	0-134	0.3%	81%	False	False	115,397

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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-160
2.618	127-212
1.618	126-172
1.000	125-270
0.618	125-132
HIGH	124-230
0.618	124-092
0.500	124-050
0.382	124-008
LOW	123-190
0.618	122-288
1.000	122-150
1.618	121-248
2.618	120-208
4.250	118-260

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	124-050	124-112
PP	123-313	124-035
S1	123-257	123-278

Download as Excel Spreadsheet

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

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