ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	123-240	123-220	-0-020	-0.1%	123-290
High	123-240	123-220	-0-020	-0.1%	124-060
Low	123-240	123-130	-0-110	-0.3%	122-230
Close	123-240	123-160	-0-080	-0.2%	122-220
Range	0-000	0-090	0-090		1-150
ATR	0-150	0-147	-0-003	-1.9%	0-000
Volume	2	3	1	50.0%	351

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-120	124-070	123-210
R3	124-030	123-300	123-185
R2	123-260	123-260	123-176
R1	123-210	123-210	123-168	123-190
PP	123-170	123-170	123-170	123-160
S1	123-120	123-120	123-152	123-100
S2	123-080	123-080	123-144
S3	122-310	123-030	123-135
S4	122-220	122-260	123-110

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	123-240	122-100	1-140	1.2%	0-068	0.2%	83%	False	False	68
10	124-150	122-100	2-050	1.7%	0-087	0.2%	55%	False	False	37
20	125-040	122-100	2-260	2.3%	0-050	0.1%	42%	False	False	19
40	125-040	120-070	4-290	4.0%	0-030	0.1%	67%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-282
2.618	124-136
1.618	124-046
1.000	123-310
0.618	123-276
HIGH	123-220
0.618	123-186
0.500	123-175
0.382	123-164
LOW	123-130
0.618	123-074
1.000	123-040
1.618	122-304
2.618	122-214
4.250	122-068

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	123-175	123-110
PP	123-170	123-060
S1	123-165	123-010

Download as Excel Spreadsheet

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

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