ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 122-220 122-235 0-015 0.0% 123-120
High 122-270 122-265 -0-005 0.0% 123-240
Low 122-120 122-065 -0-055 -0.1% 122-205
Close 122-235 122-105 -0-130 -0.3% 122-215
Range 0-150 0-200 0-050 33.3% 1-035
ATR 0-220 0-218 -0-001 -0.6% 0-000
Volume 1,134,525 806,027 -328,498 -29.0% 5,036,146
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-105 123-305 122-215
R3 123-225 123-105 122-160
R2 123-025 123-025 122-142
R1 122-225 122-225 122-123 122-185
PP 122-145 122-145 122-145 122-125
S1 122-025 122-025 122-087 121-305
S2 121-265 121-265 122-068
S3 121-065 121-145 122-050
S4 120-185 120-265 121-315
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 126-112 125-198 123-090
R3 125-077 124-163 122-313
R2 124-042 124-042 122-280
R1 123-128 123-128 122-248 123-068
PP 123-007 123-007 123-007 122-296
S1 122-093 122-093 122-182 122-032
S2 121-292 121-292 122-150
S3 120-257 121-058 122-117
S4 119-222 120-023 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 122-065 1-175 1.3% 0-203 0.5% 8% False True 1,026,351
10 123-240 121-145 2-095 1.9% 0-224 0.6% 38% False False 1,080,043
20 123-240 121-145 2-095 1.9% 0-205 0.5% 38% False False 1,053,433
40 123-240 118-260 4-300 4.0% 0-228 0.6% 71% False False 1,048,493
60 123-240 116-050 7-190 6.2% 0-260 0.7% 81% False False 761,307
80 123-240 113-150 10-090 8.4% 0-233 0.6% 86% False False 571,279
100 123-240 113-150 10-090 8.4% 0-197 0.5% 86% False False 457,185
120 123-240 113-150 10-090 8.4% 0-164 0.4% 86% False False 380,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-155
2.618 124-149
1.618 123-269
1.000 123-145
0.618 123-069
HIGH 122-265
0.618 122-189
0.500 122-165
0.382 122-141
LOW 122-065
0.618 121-261
1.000 121-185
1.618 121-061
2.618 120-181
4.250 119-175
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 122-165 122-238
PP 122-145 122-193
S1 122-125 122-149

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

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