ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	123-290	123-290	0-000	0.0%	124-200
High	123-290	124-030	0-060	0.2%	125-000
Low	123-000	123-290	0-290	0.7%	123-000
Close	123-120	124-060	0-260	0.7%	123-120
Range	0-290	0-060	-0-230	-79.3%	2-000
ATR	0-151	0-157	0-006	3.7%	0-000
Volume	2	7	5	250.0%	18

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-200	124-190	124-093
R3	124-140	124-130	124-076
R2	124-080	124-080	124-071
R1	124-070	124-070	124-066	124-075
PP	124-020	124-020	124-020	124-022
S1	124-010	124-010	124-054	124-015
S2	123-280	123-280	124-049
S3	123-220	123-270	124-044
S4	123-160	123-210	124-027

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-253	128-187	124-152
R3	127-253	126-187	123-296
R2	125-253	125-253	123-237
R1	124-187	124-187	123-179	124-060
PP	123-253	123-253	123-253	123-190
S1	122-187	122-187	123-061	122-060
S2	121-253	121-253	123-003
S3	119-253	120-187	122-264
S4	117-253	118-187	122-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-000	123-000	2-000	1.6%	0-086	0.2%	59%	False	False	4
10	125-040	123-000	2-040	1.7%	0-051	0.1%	56%	False	False	3
20	125-040	123-000	2-040	1.7%	0-028	0.1%	56%	False	False	2
40	125-040	119-060	5-300	4.8%	0-018	0.0%	84%	False	False	3

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	0-000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-285
2.618	124-187
1.618	124-127
1.000	124-090
0.618	124-067
HIGH	124-030
0.618	124-007
0.500	124-000
0.382	123-313
LOW	123-290
0.618	123-253
1.000	123-230
1.618	123-193
2.618	123-133
4.250	123-035

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	124-040	123-312
PP	124-020	123-243
S1	124-000	123-175

Download as Excel Spreadsheet

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

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