ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 114-200 114-140 -0-060 -0.2% 115-240
High 114-200 114-170 -0-030 -0.1% 115-280
Low 114-000 114-090 0-090 0.2% 114-000
Close 114-040 114-160 0-120 0.3% 114-160
Range 0-200 0-080 -0-120 -60.0% 1-280
ATR 0-105 0-107 0-002 1.7% 0-000
Volume 231 7,682 7,451 3,225.5% 8,147
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-060 115-030 114-204
R3 114-300 114-270 114-182
R2 114-220 114-220 114-175
R1 114-190 114-190 114-167 114-205
PP 114-140 114-140 114-140 114-148
S1 114-110 114-110 114-153 114-125
S2 114-060 114-060 114-145
S3 113-300 114-030 114-138
S4 113-220 113-270 114-116
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-133 119-107 115-170
R3 118-173 117-147 115-005
R2 116-213 116-213 114-270
R1 115-187 115-187 114-215 115-060
PP 114-253 114-253 114-253 114-190
S1 113-227 113-227 114-105 113-100
S2 112-293 112-293 114-050
S3 111-013 111-267 113-315
S4 109-053 109-307 113-150
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% 0-092 0.3% 27% False False 1,629
10 116-020 114-000 2-020 1.8% 0-057 0.2% 24% False False 915
20 116-020 114-000 2-020 1.8% 0-034 0.1% 24% False False 526
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-190
2.618 115-059
1.618 114-299
1.000 114-250
0.618 114-219
HIGH 114-170
0.618 114-139
0.500 114-130
0.382 114-121
LOW 114-090
0.618 114-041
1.000 114-010
1.618 113-281
2.618 113-201
4.250 113-070
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 114-150 114-185
PP 114-140 114-177
S1 114-130 114-168

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

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