ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	124-135	125-140	1-005	0.8%	123-110
High	125-150	125-305	0-155	0.4%	124-210
Low	124-090	125-140	1-050	0.9%	122-300
Close	125-120	125-180	0-060	0.1%	124-045
Range	1-060	0-165	-0-215	-56.6%	1-230
ATR	0-266	0-260	-0-006	-2.2%	0-000
Volume	1,371,539	1,266,555	-104,984	-7.7%	5,841,811

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-063	126-287	125-271
R3	126-218	126-122	125-225
R2	126-053	126-053	125-210
R1	125-277	125-277	125-195	126-005
PP	125-208	125-208	125-208	125-232
S1	125-112	125-112	125-165	125-160
S2	125-043	125-043	125-150
S3	124-198	124-267	125-135
S4	124-033	124-102	125-089

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-022	128-103	125-028
R3	127-112	126-193	124-196
R2	125-202	125-202	124-146
R1	124-283	124-283	124-095	125-082
PP	123-292	123-292	123-292	124-031
S1	123-053	123-053	123-315	123-172
S2	122-062	122-062	123-264
S3	120-152	121-143	123-214
S4	118-242	119-233	123-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-305	123-165	2-140	1.9%	0-246	0.6%	84%	True	False	1,186,425
10	125-305	122-300	3-005	2.4%	0-260	0.6%	87%	True	False	1,155,669
20	126-030	122-300	3-050	2.5%	0-288	0.7%	83%	False	False	1,061,949
40	126-030	121-120	4-230	3.8%	0-243	0.6%	89%	False	False	545,514
60	126-030	120-170	5-180	4.4%	0-215	0.5%	90%	False	False	363,967
80	126-030	118-100	7-250	6.2%	0-176	0.4%	93%	False	False	272,985
100	126-030	114-240	11-110	9.0%	0-156	0.4%	95%	False	False	218,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-074
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-046
2.618	127-097
1.618	126-252
1.000	126-150
0.618	126-087
HIGH	125-305
0.618	125-242
0.500	125-222
0.382	125-203
LOW	125-140
0.618	125-038
1.000	124-295
1.618	124-193
2.618	124-028
4.250	123-079

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	125-222	125-119
PP	125-208	125-058
S1	125-194	124-318

Download as Excel Spreadsheet

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

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