ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	126-045	126-035	-0-010	0.0%	125-075
High	126-135	126-080	-0-055	-0.1%	126-155
Low	125-100	125-185	0-085	0.2%	125-070
Close	126-015	126-025	0-010	0.0%	126-025
Range	1-035	0-215	-0-140	-39.4%	1-085
ATR	0-252	0-249	-0-003	-1.0%	0-000
Volume	1,477,798	1,209,047	-268,751	-18.2%	5,862,862

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-315	127-225	126-143
R3	127-100	127-010	126-084
R2	126-205	126-205	126-064
R1	126-115	126-115	126-045	126-052
PP	125-310	125-310	125-310	125-279
S1	125-220	125-220	126-005	125-158
S2	125-095	125-095	125-306
S3	124-200	125-005	125-286
S4	123-305	124-110	125-227

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-232	129-053	126-248
R3	128-147	127-288	126-136
R2	127-062	127-062	126-099
R1	126-203	126-203	126-062	126-292
PP	125-297	125-297	125-297	126-021
S1	125-118	125-118	125-308	125-208
S2	124-212	124-212	125-271
S3	123-127	124-033	125-234
S4	122-042	122-268	125-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-155	125-070	1-085	1.0%	0-237	0.6%	68%	False	False	1,172,572
10	126-155	124-010	2-145	1.9%	0-231	0.6%	83%	False	False	1,160,800
20	126-155	122-300	3-175	2.8%	0-262	0.7%	89%	False	False	1,159,586
40	126-155	122-300	3-175	2.8%	0-252	0.6%	89%	False	False	748,338
60	126-155	120-170	5-305	4.7%	0-224	0.6%	93%	False	False	499,653
80	126-155	118-220	7-255	6.2%	0-193	0.5%	95%	False	False	374,778
100	126-155	116-070	10-085	8.1%	0-162	0.4%	96%	False	False	299,827
120	126-155	113-050	13-105	10.6%	0-144	0.4%	97%	False	False	249,857

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-034
2.618	128-003
1.618	127-108
1.000	126-295
0.618	126-213
HIGH	126-080
0.618	125-318
0.500	125-292
0.382	125-267
LOW	125-185
0.618	125-052
1.000	124-290
1.618	124-157
2.618	123-262
4.250	122-231

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	126-008	126-003
PP	125-310	125-302
S1	125-292	125-280

Download as Excel Spreadsheet

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

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