ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	124-200	125-000	0-120	0.3%	123-250
High	124-200	125-000	0-120	0.3%	125-040
Low	124-200	125-000	0-120	0.3%	123-210
Close	124-200	124-310	0-110	0.3%	123-220
Range
ATR	0-141	0-139	-0-001	-1.1%	0-000
Volume	3	3	0	0.0%	13

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-317	124-313	124-310
R3	124-317	124-313	124-310
R2	124-317	124-317	124-310
R1	124-313	124-313	124-310	124-315
PP	124-317	124-317	124-317	124-318
S1	124-313	124-313	124-310	124-315
S2	124-317	124-317	124-310
S3	124-317	124-313	124-310
S4	124-317	124-313	124-310

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	124-100	0-260	0.7%	0-016	0.0%	81%	False	False	3
10	125-040	123-210	1-150	1.2%	0-012	0.0%	89%	False	False	2
20	125-040	121-190	3-170	2.8%	0-016	0.0%	96%	False	False	2
40	125-040	119-060	5-300	4.8%	0-011	0.0%	97%	False	False	3

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	125-000
2.618	125-000
1.618	125-000
1.000	125-000
0.618	125-000
HIGH	125-000
0.618	125-000
0.500	125-000
0.382	125-000
LOW	125-000
0.618	125-000
1.000	125-000
1.618	125-000
2.618	125-000
4.250	125-000

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	125-000	124-277
PP	124-317	124-243
S1	124-313	124-210

Download as Excel Spreadsheet

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

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