ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 115-050 114-200 -0-170 -0.5% 115-130
High 115-050 114-200 -0-170 -0.5% 116-020
Low 114-190 114-000 -0-190 -0.5% 115-130
Close 114-210 114-040 -0-170 -0.5% 115-170
Range 0-180 0-200 0-020 11.1% 0-210
ATR 0-097 0-105 0-008 8.3% 0-000
Volume 3 231 228 7,600.0% 1,003
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-040 115-240 114-150
R3 115-160 115-040 114-095
R2 114-280 114-280 114-077
R1 114-160 114-160 114-058 114-120
PP 114-080 114-080 114-080 114-060
S1 113-280 113-280 114-022 113-240
S2 113-200 113-200 114-003
S3 113-000 113-080 113-305
S4 112-120 112-200 113-250
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
5 115-280 114-000 1-280 1.6% 0-076 0.2% 7% False True 125
10 116-020 114-000 2-020 1.8% 0-049 0.1% 6% False True 147
20 116-020 114-000 2-020 1.8% 0-030 0.1% 6% False True 143
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 38 trading days
Fibonacci Retracements and Extensions
4.250 117-090
2.618 116-084
1.618 115-204
1.000 115-080
0.618 115-004
HIGH 114-200
0.618 114-124
0.500 114-100
0.382 114-076
LOW 114-000
0.618 113-196
1.000 113-120
1.618 112-316
2.618 112-116
4.250 111-110
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 114-100 114-300
PP 114-080 114-213
S1 114-060 114-127

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

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