ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 115-220 115-240 0-020 0.1% 115-130
High 115-220 115-240 0-020 0.1% 116-020
Low 115-220 115-240 0-020 0.1% 115-130
Close 115-170 115-270 0-100 0.3% 115-170
Range
ATR 0-079 0-079 -0-001 -0.8% 0-000
Volume 164 218 54 32.9% 1,003
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-250 115-260 115-270
R3 115-250 115-260 115-270
R2 115-250 115-250 115-270
R1 115-260 115-260 115-270 115-255
PP 115-250 115-250 115-250 115-248
S1 115-260 115-260 115-270 115-255
S2 115-250 115-250 115-270
S3 115-250 115-260 115-270
S4 115-250 115-260 115-270
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-203 117-077 115-286
R3 116-313 116-187 115-228
R2 116-103 116-103 115-208
R1 115-297 115-297 115-189 116-040
PP 115-213 115-213 115-213 115-245
S1 115-087 115-087 115-151 115-150
S2 115-003 115-003 115-132
S3 114-113 114-197 115-112
S4 113-223 113-307 115-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-020 115-160 0-180 0.5% 0-022 0.1% 61% False False 234
10 116-020 115-030 0-310 0.8% 0-020 0.1% 77% False False 258
20 116-020 115-030 0-310 0.8% 0-010 0.0% 77% False False 132
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
4.250 115-240
2.618 115-240
1.618 115-240
1.000 115-240
0.618 115-240
HIGH 115-240
0.618 115-240
0.500 115-240
0.382 115-240
LOW 115-240
0.618 115-240
1.000 115-240
1.618 115-240
2.618 115-240
4.250 115-240
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 115-260 115-247
PP 115-250 115-223
S1 115-240 115-200

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

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