ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	125-170	125-190	0-020	0.0%	124-055
High	126-025	125-255	-0-090	-0.2%	126-025
Low	125-110	125-050	-0-060	-0.1%	124-010
Close	125-185	125-070	-0-115	-0.3%	125-070
Range	0-235	0-205	-0-030	-12.8%	2-015
ATR	0-258	0-254	-0-004	-1.5%	0-000
Volume	1,147,377	1,133,406	-13,971	-1.2%	5,745,138

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-100	126-290	125-183
R3	126-215	126-085	125-126
R2	126-010	126-010	125-108
R1	125-200	125-200	125-089	125-162
PP	125-125	125-125	125-125	125-106
S1	124-315	124-315	125-051	124-278
S2	124-240	124-240	125-032
S3	124-035	124-110	125-014
S4	123-150	123-225	124-277

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-080	130-090	126-110
R3	129-065	128-075	125-250
R2	127-050	127-050	125-190
R1	126-060	126-060	125-130	126-215
PP	125-035	125-035	125-035	125-112
S1	124-045	124-045	125-010	124-200
S2	123-020	123-020	124-270
S3	121-005	122-030	124-210
S4	118-310	120-015	124-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-025	124-010	2-015	1.6%	0-225	0.6%	58%	False	False	1,149,027
10	126-025	122-300	3-045	2.5%	0-245	0.6%	73%	False	False	1,158,694
20	126-025	122-300	3-045	2.5%	0-285	0.7%	73%	False	False	1,133,286
40	126-030	122-140	3-210	2.9%	0-244	0.6%	76%	False	False	602,439
60	126-030	120-170	5-180	4.4%	0-217	0.5%	84%	False	False	401,978
80	126-030	118-100	7-250	6.2%	0-182	0.5%	89%	False	False	301,494
100	126-030	115-250	10-100	8.2%	0-159	0.4%	92%	False	False	241,200

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-166
2.618	127-152
1.618	126-267
1.000	126-140
0.618	126-062
HIGH	125-255
0.618	125-177
0.500	125-152
0.382	125-128
LOW	125-050
0.618	124-243
1.000	124-165
1.618	124-038
2.618	123-153
4.250	122-139

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	125-152	125-198
PP	125-125	125-155
S1	125-098	125-112

Download as Excel Spreadsheet

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

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