ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	123-220	123-190	-0-030	-0.1%	123-290
High	123-220	123-190	-0-030	-0.1%	124-060
Low	123-130	123-010	-0-120	-0.3%	122-230
Close	123-160	123-070	-0-090	-0.2%	122-220
Range	0-090	0-180	0-090	100.0%	1-150
ATR	0-147	0-149	0-002	1.6%	0-000
Volume	3	2	-1	-33.3%	351

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-310	124-210	123-169
R3	124-130	124-030	123-120
R2	123-270	123-270	123-103
R1	123-170	123-170	123-086	123-130
PP	123-090	123-090	123-090	123-070
S1	122-310	122-310	123-054	122-270
S2	122-230	122-230	123-037
S3	122-050	122-130	123-020
S4	121-190	121-270	122-291

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%	0-084	0.2%	63%	False	False	3
10	124-060	122-100	1-280	1.5%	0-105	0.3%	48%	False	False	37
20	125-040	122-100	2-260	2.3%	0-058	0.1%	32%	False	False	19
40	125-040	120-070	4-290	4.0%	0-034	0.1%	61%	False	False	11

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 8 trading days

Fibonacci Retracements and Extensions
4.250	125-315
2.618	125-021
1.618	124-161
1.000	124-050
0.618	123-301
HIGH	123-190
0.618	123-121
0.500	123-100
0.382	123-079
LOW	123-010
0.618	122-219
1.000	122-150
1.618	122-039
2.618	121-179
4.250	120-205

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	123-100	123-125
PP	123-090	123-107
S1	123-080	123-088

Download as Excel Spreadsheet

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

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