ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 122-235 122-100 -0-135 -0.3% 123-120
High 122-265 122-300 0-035 0.1% 123-240
Low 122-065 122-075 0-010 0.0% 122-205
Close 122-105 122-275 0-170 0.4% 122-215
Range 0-200 0-225 0-025 12.5% 1-035
ATR 0-218 0-219 0-000 0.2% 0-000
Volume 806,027 998,211 192,184 23.8% 5,036,146
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-252 124-168 123-079
R3 124-027 123-263 123-017
R2 123-122 123-122 122-316
R1 123-038 123-038 122-296 123-080
PP 122-217 122-217 122-217 122-238
S1 122-133 122-133 122-254 122-175
S2 121-312 121-312 122-234
S3 121-087 121-228 122-213
S4 120-182 121-003 122-151
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
5 123-220 122-065 1-155 1.2% 0-200 0.5% 44% False False 1,012,555
10 123-240 121-300 1-260 1.5% 0-218 0.6% 51% False False 1,071,609
20 123-240 121-145 2-095 1.9% 0-207 0.5% 61% False False 1,060,008
40 123-240 118-260 4-300 4.0% 0-226 0.6% 82% False False 1,050,795
60 123-240 116-100 7-140 6.1% 0-262 0.7% 88% False False 777,876
80 123-240 113-240 10-000 8.1% 0-234 0.6% 91% False False 583,755
100 123-240 113-150 10-090 8.4% 0-199 0.5% 91% False False 467,168
120 123-240 113-150 10-090 8.4% 0-166 0.4% 91% False False 389,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-296
2.618 124-249
1.618 124-024
1.000 123-205
0.618 123-119
HIGH 122-300
0.618 122-214
0.500 122-188
0.382 122-161
LOW 122-075
0.618 121-256
1.000 121-170
1.618 121-031
2.618 120-126
4.250 119-079
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 122-246 122-244
PP 122-217 122-213
S1 122-188 122-182

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

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