ECBOT 10 Year T-Note Future March 2011

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

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	124-240	124-100	-0-140	-0.4%	123-250
High	124-240	124-160	-0-080	-0.2%	125-040
Low	124-240	124-100	-0-140	-0.4%	123-210
Close	124-240	123-220	-1-020	-0.9%	123-220
Range	0-000	0-060	0-060		1-150
ATR	0-128	0-129	0-001	0.7%	0-000
Volume	3	3	0	0.0%	13

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-233	124-127	123-253
R3	124-173	124-067	123-236
R2	124-113	124-113	123-231
R1	124-007	124-007	123-226	124-030
PP	124-053	124-053	124-053	124-065
S1	123-267	123-267	123-214	123-290
S2	123-313	123-313	123-209
S3	123-253	123-207	123-204
S4	123-193	123-147	123-187

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-180	127-190	124-158
R3	127-030	126-040	124-029
R2	125-200	125-200	123-306
R1	124-210	124-210	123-263	124-130
PP	124-050	124-050	124-050	124-010
S1	123-060	123-060	123-177	122-300
S2	122-220	122-220	123-134
S3	121-070	121-230	123-091
S4	119-240	120-080	122-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-040	123-210	1-150	1.2%	0-024	0.1%	2%	False	False	2
10	125-040	123-210	1-150	1.2%	0-012	0.0%	2%	False	False	1
20	125-040	121-110	3-250	3.1%	0-016	0.0%	62%	False	False	2
40	125-040	119-060	5-300	4.8%	0-011	0.0%	76%	False	False	4

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	0-000
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	125-095
2.618	124-317
1.618	124-257
1.000	124-220
0.618	124-197
HIGH	124-160
0.618	124-137
0.500	124-130
0.382	124-123
LOW	124-100
0.618	124-063
1.000	124-040
1.618	124-003
2.618	123-263
4.250	123-165

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	124-130	124-230
PP	124-053	124-120
S1	123-297	124-010

Download as Excel Spreadsheet

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

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