ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	125-075	125-275	0-200	0.5%	124-055
High	126-010	126-155	0-145	0.4%	126-025
Low	125-070	125-235	0-165	0.4%	124-010
Close	125-305	126-140	0-155	0.4%	125-070
Range	0-260	0-240	-0-020	-7.7%	2-015
ATR	0-255	0-254	-0-001	-0.4%	0-000
Volume	803,423	1,270,991	467,568	58.2%	5,745,138

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-150	128-065	126-272
R3	127-230	127-145	126-206
R2	126-310	126-310	126-184
R1	126-225	126-225	126-162	126-268
PP	126-070	126-070	126-070	126-091
S1	125-305	125-305	126-118	126-028
S2	125-150	125-150	126-096
S3	124-230	125-065	126-074
S4	123-310	124-145	126-008

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	126-155	125-050	1-105	1.1%	0-221	0.5%	96%	True	False	1,124,350
10	126-155	123-165	2-310	2.3%	0-238	0.6%	98%	True	False	1,161,165
20	126-155	122-300	3-175	2.8%	0-265	0.7%	99%	True	False	1,151,646
40	126-155	122-160	3-315	3.2%	0-249	0.6%	99%	True	False	654,134
60	126-155	120-170	5-305	4.7%	0-219	0.5%	99%	True	False	436,523
80	126-155	118-220	7-255	6.2%	0-187	0.5%	99%	True	False	327,424
100	126-155	116-070	10-085	8.1%	0-155	0.4%	100%	True	False	261,943

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	0-057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-215
2.618	128-143
1.618	127-223
1.000	127-075
0.618	126-303
HIGH	126-155
0.618	126-063
0.500	126-035
0.382	126-007
LOW	125-235
0.618	125-087
1.000	124-315
1.618	124-167
2.618	123-247
4.250	122-175

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	126-105	126-074
PP	126-070	126-008
S1	126-035	125-262

Download as Excel Spreadsheet

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

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