ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	123-275	124-110	0-155	0.4%	123-280
High	124-160	124-210	0-050	0.1%	125-035
Low	123-255	124-005	0-070	0.2%	123-060
Close	124-140	124-060	-0-080	-0.2%	123-125
Range	0-225	0-205	-0-020	-8.9%	1-295
ATR	0-270	0-265	-0-005	-1.7%	0-000
Volume	1,149,897	1,324,331	174,434	15.2%	4,654,025

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-067	125-268	124-173
R3	125-182	125-063	124-116
R2	124-297	124-297	124-098
R1	124-178	124-178	124-079	124-135
PP	124-092	124-092	124-092	124-070
S1	123-293	123-293	124-041	123-250
S2	123-207	123-207	124-022
S3	123-002	123-088	124-004
S4	122-117	122-203	123-267

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	124-230	122-300	1-250	1.4%	0-274	0.7%	70%	False	False	1,124,913
10	125-200	122-300	2-220	2.2%	0-294	0.7%	47%	False	False	1,190,134
20	126-030	122-300	3-050	2.5%	0-287	0.7%	40%	False	False	787,237
40	126-030	121-110	4-240	3.8%	0-233	0.6%	60%	False	False	397,435
60	126-030	119-090	6-260	5.5%	0-207	0.5%	72%	False	False	265,105
80	126-030	117-140	8-210	7.0%	0-166	0.4%	78%	False	False	198,836
100	126-030	113-260	12-090	9.9%	0-144	0.4%	84%	False	False	159,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-070
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127-121
2.618	126-107
1.618	125-222
1.000	125-095
0.618	125-017
HIGH	124-210
0.618	124-132
0.500	124-108
0.382	124-083
LOW	124-005
0.618	123-198
1.000	123-120
1.618	122-313
2.618	122-108
4.250	121-094

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	124-108	124-018
PP	124-092	123-297
S1	124-076	123-255

Download as Excel Spreadsheet

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

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