ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	124-110	124-060	-0-050	-0.1%	123-280
High	124-210	124-155	-0-055	-0.1%	125-035
Low	124-005	123-200	-0-125	-0.3%	123-060
Close	124-060	123-290	-0-090	-0.2%	123-125
Range	0-205	0-275	0-070	34.1%	1-295
ATR	0-265	0-266	0-001	0.3%	0-000
Volume	1,324,331	1,335,183	10,852	0.8%	4,654,025

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-187	126-033	124-121
R3	125-232	125-078	124-046
R2	124-277	124-277	124-020
R1	124-123	124-123	123-315	124-062
PP	124-002	124-002	124-002	123-291
S1	123-168	123-168	123-265	123-108
S2	123-047	123-047	123-240
S3	122-092	122-213	123-214
S4	121-137	121-258	123-139

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	124-210	122-300	1-230	1.4%	0-257	0.6%	56%	False	False	1,140,511
10	125-035	122-300	2-055	1.8%	0-283	0.7%	45%	False	False	1,201,111
20	126-030	122-300	3-050	2.5%	0-292	0.7%	31%	False	False	851,339
40	126-030	121-110	4-240	3.8%	0-235	0.6%	54%	False	False	430,771
60	126-030	119-250	6-100	5.1%	0-209	0.5%	65%	False	False	287,357
80	126-030	117-140	8-210	7.0%	0-169	0.4%	75%	False	False	215,526
100	126-030	114-090	11-260	9.5%	0-146	0.4%	81%	False	False	172,422

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	0-080
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-044
2.618	126-235
1.618	125-280
1.000	125-110
0.618	125-005
HIGH	124-155
0.618	124-050
0.500	124-018
0.382	123-305
LOW	123-200
0.618	123-030
1.000	122-245
1.618	122-075
2.618	121-120
4.250	119-311

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	124-018	124-045
PP	124-002	124-020
S1	123-306	123-315

Download as Excel Spreadsheet

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

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