ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	126-110	126-045	-0-065	-0.2%	124-055
High	126-140	126-135	-0-005	0.0%	126-025
Low	126-025	125-100	-0-245	-0.6%	124-010
Close	126-050	126-015	-0-035	-0.1%	125-070
Range	0-115	1-035	0-240	208.7%	2-015
ATR	0-244	0-252	0-008	3.3%	0-000
Volume	1,101,603	1,477,798	376,195	34.1%	5,745,138

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-082	128-243	126-210
R3	128-047	127-208	126-113
R2	127-012	127-012	126-080
R1	126-173	126-173	126-048	126-075
PP	125-297	125-297	125-297	125-248
S1	125-138	125-138	125-302	125-040
S2	124-262	124-262	125-270
S3	123-227	124-103	125-237
S4	122-192	123-068	125-140

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%	0-235	0.6%	67%	False	False	1,157,444
10	126-155	123-165	2-310	2.4%	0-236	0.6%	85%	False	False	1,153,154
20	126-155	122-300	3-175	2.8%	0-260	0.6%	88%	False	False	1,177,132
40	126-155	122-210	3-265	3.0%	0-250	0.6%	89%	False	False	718,502
60	126-155	120-170	5-305	4.7%	0-223	0.6%	93%	False	False	479,505
80	126-155	118-220	7-255	6.2%	0-190	0.5%	94%	False	False	359,665
100	126-155	116-070	10-085	8.1%	0-160	0.4%	96%	False	False	287,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	131-044
2.618	129-104
1.618	128-069
1.000	127-170
0.618	127-034
HIGH	126-135
0.618	125-319
0.500	125-278
0.382	125-236
LOW	125-100
0.618	124-201
1.000	124-065
1.618	123-166
2.618	122-131
4.250	120-191

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	125-316	125-319
PP	125-297	125-303
S1	125-278	125-288

Download as Excel Spreadsheet

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

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