ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	125-190	125-075	-0-115	-0.3%	124-055
High	125-255	126-010	0-075	0.2%	126-025
Low	125-050	125-070	0-020	0.0%	124-010
Close	125-070	125-305	0-235	0.6%	125-070
Range	0-205	0-260	0-055	26.8%	2-015
ATR	0-254	0-255	0-000	0.2%	0-000
Volume	1,133,406	803,423	-329,983	-29.1%	5,745,138

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-055	127-280	126-128
R3	127-115	127-020	126-056
R2	126-175	126-175	126-033
R1	126-080	126-080	126-009	126-128
PP	125-235	125-235	125-235	125-259
S1	125-140	125-140	125-281	125-188
S2	124-295	124-295	125-257
S3	124-035	124-200	125-234
S4	123-095	123-260	125-162

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	124-090	1-255	1.4%	0-249	0.6%	93%	False	False	1,144,460
10	126-025	123-165	2-180	2.0%	0-236	0.6%	95%	False	False	1,149,056
20	126-025	122-300	3-045	2.5%	0-276	0.7%	96%	False	False	1,138,021
40	126-030	122-160	3-190	2.9%	0-246	0.6%	96%	False	False	622,478
60	126-030	120-170	5-180	4.4%	0-218	0.5%	97%	False	False	415,361
80	126-030	118-220	7-130	5.9%	0-185	0.5%	98%	False	False	311,537
100	126-030	116-070	9-280	7.8%	0-159	0.4%	99%	False	False	249,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-155
2.618	128-051
1.618	127-111
1.000	126-270
0.618	126-171
HIGH	126-010
0.618	125-231
0.500	125-200
0.382	125-169
LOW	125-070
0.618	124-229
1.000	124-130
1.618	123-289
2.618	123-029
4.250	121-245

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	125-270	125-269
PP	125-235	125-233
S1	125-200	125-198

Download as Excel Spreadsheet

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

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