ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	123-205	123-110	-0-095	-0.2%	123-280
High	123-290	124-010	0-040	0.1%	125-035
Low	123-060	122-300	-0-080	-0.2%	123-060
Close	123-125	123-290	0-165	0.4%	123-125
Range	0-230	1-030	0-120	52.2%	1-295
ATR	0-267	0-273	0-006	2.2%	0-000
Volume	993,334	899,810	-93,524	-9.4%	4,654,025

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-290	126-160	124-162
R3	125-260	125-130	124-066
R2	124-230	124-230	124-034
R1	124-100	124-100	124-002	124-165
PP	123-200	123-200	123-200	123-232
S1	123-070	123-070	123-258	123-135
S2	122-170	122-170	123-226
S3	121-140	122-040	123-194
S4	120-110	121-010	123-098

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	122-300	2-055	1.8%	0-311	0.8%	45%	False	True	1,110,767
10	125-270	122-300	2-290	2.3%	0-316	0.8%	33%	False	True	1,126,987
20	126-030	122-300	3-050	2.5%	0-285	0.7%	31%	False	True	665,300
40	126-030	121-110	4-240	3.8%	0-228	0.6%	54%	False	False	335,660
60	126-030	118-220	7-130	6.0%	0-200	0.5%	70%	False	False	223,870
80	126-030	117-140	8-210	7.0%	0-162	0.4%	75%	False	False	167,908
100	126-030	113-050	12-300	10.4%	0-139	0.4%	83%	False	False	134,328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-218
2.618	126-286
1.618	125-256
1.000	125-040
0.618	124-226
HIGH	124-010
0.618	123-196
0.500	123-155
0.382	123-114
LOW	122-300
0.618	122-084
1.000	121-270
1.618	121-054
2.618	120-024
4.250	118-092

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	123-245	123-282
PP	123-200	123-273
S1	123-155	123-265

Download as Excel Spreadsheet

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

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