ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 115-150 115-230 0-080 0.2% 116-000
High 115-150 115-230 0-080 0.2% 116-020
Low 115-150 115-180 0-030 0.1% 115-150
Close 115-150 115-210 0-060 0.2% 115-190
Range 0-000 0-050 0-050 0-190
ATR 0-088 0-088 -0-001 -0.7% 0-000
Volume 1 27 26 2,600.0% 7
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-037 116-013 115-238
R3 115-307 115-283 115-224
R2 115-257 115-257 115-219
R1 115-233 115-233 115-215 115-220
PP 115-207 115-207 115-207 115-200
S1 115-183 115-183 115-205 115-170
S2 115-157 115-157 115-201
S3 115-107 115-133 115-196
S4 115-057 115-083 115-182
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-157 117-043 115-294
R3 116-287 116-173 115-242
R2 116-097 116-097 115-225
R1 115-303 115-303 115-207 115-265
PP 115-227 115-227 115-227 115-208
S1 115-113 115-113 115-173 115-075
S2 115-037 115-037 115-155
S3 114-167 114-243 115-138
S4 113-297 114-053 115-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-020 115-150 0-190 0.5% 0-012 0.0% 32% False False 6
10 116-020 115-080 0-260 0.7% 0-006 0.0% 50% False False 9
20 116-020 114-100 1-240 1.5% 0-003 0.0% 77% False False 5
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 26 trading days
Fibonacci Retracements and Extensions
4.250 116-122
2.618 116-041
1.618 115-311
1.000 115-280
0.618 115-261
HIGH 115-230
0.618 115-211
0.500 115-205
0.382 115-199
LOW 115-180
0.618 115-149
1.000 115-130
1.618 115-099
2.618 115-049
4.250 114-288
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 115-208 115-203
PP 115-207 115-197
S1 115-205 115-190

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

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