ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	123-150	122-310	-0-160	-0.4%	123-290
High	123-150	122-310	-0-160	-0.4%	124-060
Low	123-050	122-230	-0-140	-0.4%	122-230
Close	122-300	122-220	-0-080	-0.2%	122-220
Range	0-100	0-080	-0-020	-20.0%	1-150
ATR	0-156	0-150	-0-005	-3.5%	0-000
Volume	330	4	-326	-98.8%	351

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-173	123-117	122-264
R3	123-093	123-037	122-242
R2	123-013	123-013	122-235
R1	122-277	122-277	122-227	122-265
PP	122-253	122-253	122-253	122-248
S1	122-197	122-197	122-213	122-185
S2	122-173	122-173	122-205
S3	122-093	122-117	122-198
S4	122-013	122-037	122-176

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-193	126-197	123-158
R3	126-043	125-047	123-029
R2	124-213	124-213	122-306
R1	123-217	123-217	122-263	123-140
PP	123-063	123-063	123-063	123-025
S1	122-067	122-067	122-177	121-310
S2	121-233	121-233	122-134
S3	120-083	120-237	122-091
S4	118-253	119-087	121-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-060	122-230	1-150	1.2%	0-126	0.3%	-2%	False	True	70
10	125-000	122-230	2-090	1.9%	0-077	0.2%	-1%	False	True	37
20	125-040	122-230	2-130	2.0%	0-042	0.1%	-1%	False	True	19
40	125-040	120-070	4-290	4.0%	0-026	0.1%	50%	False	False	11

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	124-010
2.618	123-199
1.618	123-119
1.000	123-070
0.618	123-039
HIGH	122-310
0.618	122-279
0.500	122-270
0.382	122-261
LOW	122-230
0.618	122-181
1.000	122-150
1.618	122-101
2.618	122-021
4.250	121-210

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	122-270	123-145
PP	122-253	123-063
S1	122-237	122-302

Download as Excel Spreadsheet

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

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