ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 115-070 115-140 0-070 0.2% 115-150
High 115-070 115-140 0-070 0.2% 115-230
Low 115-030 115-140 0-110 0.3% 115-030
Close 115-120 115-120 0-000 0.0% 115-120
Range 0-040 0-000 -0-040 -100.0% 0-200
ATR 0-088 0-083 -0-005 -5.5% 0-000
Volume 71 6 -65 -91.5% 1,364
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-133 115-127 115-120
R3 115-133 115-127 115-120
R2 115-133 115-133 115-120
R1 115-127 115-127 115-120 115-130
PP 115-133 115-133 115-133 115-135
S1 115-127 115-127 115-120 115-130
S2 115-133 115-133 115-120
S3 115-133 115-127 115-120
S4 115-133 115-127 115-120
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-087 116-303 115-230
R3 116-207 116-103 115-175
R2 116-007 116-007 115-157
R1 115-223 115-223 115-138 115-175
PP 115-127 115-127 115-127 115-102
S1 115-023 115-023 115-102 114-295
S2 114-247 114-247 115-083
S3 114-047 114-143 115-065
S4 113-167 113-263 115-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-230 115-030 0-200 0.5% 0-018 0.0% 45% False False 272
10 116-020 115-030 0-310 0.8% 0-010 0.0% 29% False False 137
20 116-020 114-100 1-240 1.5% 0-005 0.0% 61% False False 72
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 2 trading days
Fibonacci Retracements and Extensions
4.250 115-140
2.618 115-140
1.618 115-140
1.000 115-140
0.618 115-140
HIGH 115-140
0.618 115-140
0.500 115-140
0.382 115-140
LOW 115-140
0.618 115-140
1.000 115-140
1.618 115-140
2.618 115-140
4.250 115-140
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 115-140 115-110
PP 115-133 115-100
S1 115-127 115-090

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

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