ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 122-075 122-185 0-110 0.3% 121-300
High 122-285 123-135 0-170 0.4% 123-135
Low 121-300 122-175 0-195 0.5% 121-145
Close 122-250 123-065 0-135 0.3% 123-065
Range 0-305 0-280 -0-025 -8.2% 1-310
ATR 0-230 0-233 0-004 1.6% 0-000
Volume 1,309,413 1,431,773 122,360 9.3% 5,296,217
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-218 125-102 123-219
R3 124-258 124-142 123-142
R2 123-298 123-298 123-116
R1 123-182 123-182 123-091 123-240
PP 123-018 123-018 123-018 123-048
S1 122-222 122-222 123-039 122-280
S2 122-058 122-058 123-014
S3 121-098 121-262 122-308
S4 120-138 120-302 122-231
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 128-192 127-278 124-092
R3 126-202 125-288 123-238
R2 124-212 124-212 123-180
R1 123-298 123-298 123-123 124-095
PP 122-222 122-222 122-222 122-280
S1 121-308 121-308 123-007 122-105
S2 120-232 120-232 122-270
S3 118-242 119-318 122-212
S4 116-252 118-008 122-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-135 121-145 1-310 1.6% 0-254 0.6% 89% True False 1,059,243
10 123-135 121-145 1-310 1.6% 0-216 0.5% 89% True False 1,072,339
20 123-135 119-240 3-215 3.0% 0-214 0.5% 94% True False 1,063,197
40 123-135 118-260 4-195 3.7% 0-251 0.6% 95% True False 962,885
60 123-135 115-000 8-135 6.8% 0-261 0.7% 97% True False 645,249
80 123-135 113-150 9-305 8.1% 0-225 0.6% 98% True False 484,241
100 123-135 113-150 9-305 8.1% 0-184 0.5% 98% True False 387,419
Crabel Price Patterns
NR True
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 0-053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-045
2.618 125-228
1.618 124-268
1.000 124-095
0.618 123-308
HIGH 123-135
0.618 123-028
0.500 122-315
0.382 122-282
LOW 122-175
0.618 122-002
1.000 121-215
1.618 121-042
2.618 120-082
4.250 118-265
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 123-042 122-303
PP 123-018 122-222
S1 122-315 122-140

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

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