ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 115-130 115-300 0-170 0.5% 115-150
High 115-130 115-300 0-170 0.5% 115-230
Low 115-130 115-300 0-170 0.5% 115-030
Close 115-130 115-290 0-160 0.4% 115-120
Range
ATR 0-078 0-085 0-007 8.4% 0-000
Volume 49 294 245 500.0% 1,364
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-297 115-293 115-290
R3 115-297 115-293 115-290
R2 115-297 115-297 115-290
R1 115-293 115-293 115-290 115-295
PP 115-297 115-297 115-297 115-298
S1 115-293 115-293 115-290 115-295
S2 115-297 115-297 115-290
S3 115-297 115-293 115-290
S4 115-297 115-293 115-290
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
5 115-300 115-030 0-270 0.7% 0-008 0.0% 96% True False 335
10 116-020 115-030 0-310 0.8% 0-010 0.0% 84% False False 171
20 116-020 114-100 1-240 1.5% 0-005 0.0% 91% False False 89
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 115-300
2.618 115-300
1.618 115-300
1.000 115-300
0.618 115-300
HIGH 115-300
0.618 115-300
0.500 115-300
0.382 115-300
LOW 115-300
0.618 115-300
1.000 115-300
1.618 115-300
2.618 115-300
4.250 115-300
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 115-300 115-265
PP 115-297 115-240
S1 115-293 115-215

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

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