ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 114-140 114-110 -0-030 -0.1% 115-240
High 114-170 114-160 -0-010 0.0% 115-280
Low 114-090 114-110 0-020 0.1% 114-000
Close 114-160 114-160 0-000 0.0% 114-160
Range 0-080 0-050 -0-030 -37.5% 1-280
ATR 0-107 0-103 -0-004 -3.8% 0-000
Volume 7,682 2,629 -5,053 -65.8% 8,147
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 114-293 114-277 114-188
R3 114-243 114-227 114-174
R2 114-193 114-193 114-169
R1 114-177 114-177 114-165 114-185
PP 114-143 114-143 114-143 114-148
S1 114-127 114-127 114-155 114-135
S2 114-093 114-093 114-151
S3 114-043 114-077 114-146
S4 113-313 114-027 114-132
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% 0-102 0.3% 27% False False 2,111
10 116-020 114-000 2-020 1.8% 0-062 0.2% 24% False False 1,173
20 116-020 114-000 2-020 1.8% 0-036 0.1% 24% False False 657
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-052
2.618 114-291
1.618 114-241
1.000 114-210
0.618 114-191
HIGH 114-160
0.618 114-141
0.500 114-135
0.382 114-129
LOW 114-110
0.618 114-079
1.000 114-060
1.618 114-029
2.618 113-299
4.250 113-218
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 114-152 114-140
PP 114-143 114-120
S1 114-135 114-100

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

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