ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	124-130	123-205	-0-245	-0.6%	123-280
High	124-230	123-290	-0-260	-0.7%	125-035
Low	123-190	123-060	-0-130	-0.3%	123-060
Close	123-200	123-125	-0-075	-0.2%	123-125
Range	1-040	0-230	-0-130	-36.1%	1-295
ATR	0-270	0-267	-0-003	-1.1%	0-000
Volume	1,257,195	993,334	-263,861	-21.0%	4,654,025

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-208	125-077	123-252
R3	124-298	124-167	123-188
R2	124-068	124-068	123-167
R1	123-257	123-257	123-146	123-208
PP	123-158	123-158	123-158	123-134
S1	123-027	123-027	123-104	122-298
S2	122-248	122-248	123-083
S3	122-018	122-117	123-062
S4	121-108	121-207	122-318

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-212	128-143	124-143
R3	127-237	126-168	123-294
R2	125-262	125-262	123-238
R1	124-193	124-193	123-181	124-080
PP	123-287	123-287	123-287	123-230
S1	122-218	122-218	123-069	122-105
S2	121-312	121-312	123-012
S3	120-017	120-243	122-276
S4	118-042	118-268	122-107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-035	123-060	1-295	1.6%	1-003	0.8%	11%	False	True	1,148,384
10	125-270	123-060	2-210	2.2%	1-006	0.8%	8%	False	True	1,107,877
20	126-030	123-060	2-290	2.4%	0-274	0.7%	7%	False	True	621,033
40	126-030	121-110	4-240	3.8%	0-225	0.6%	43%	False	False	313,179
60	126-030	118-220	7-130	6.0%	0-197	0.5%	64%	False	False	208,874
80	126-030	117-140	8-210	7.0%	0-157	0.4%	69%	False	False	156,661
100	126-030	113-050	12-300	10.5%	0-136	0.3%	79%	False	False	125,330

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-052
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-308
2.618	125-252
1.618	125-022
1.000	124-200
0.618	124-112
HIGH	123-290
0.618	123-202
0.500	123-175
0.382	123-148
LOW	123-060
0.618	122-238
1.000	122-150
1.618	122-008
2.618	121-098
4.250	120-042

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	123-175	124-048
PP	123-158	123-287
S1	123-142	123-206

Download as Excel Spreadsheet

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

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