ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 125-100 125-185 0-085 0.2% 124-185
High 125-205 126-080 0-195 0.5% 125-235
Low 125-075 125-175 0-100 0.2% 124-095
Close 125-185 126-065 0-200 0.5% 125-185
Range 0-130 0-225 0-095 73.1% 1-140
ATR 0-208 0-210 0-001 0.6% 0-000
Volume 812,316 974,132 161,816 19.9% 5,006,919
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-035 127-275 126-189
R3 127-130 127-050 126-127
R2 126-225 126-225 126-106
R1 126-145 126-145 126-086 126-185
PP 126-000 126-000 126-000 126-020
S1 125-240 125-240 126-044 125-280
S2 125-095 125-095 126-024
S3 124-190 125-015 126-003
S4 123-285 124-110 125-261
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-165 128-315 126-118
R3 128-025 127-175 125-312
R2 126-205 126-205 125-269
R1 126-035 126-035 125-227 126-120
PP 125-065 125-065 125-065 125-108
S1 124-215 124-215 125-143 124-300
S2 123-245 123-245 125-101
S3 122-105 123-075 125-058
S4 120-285 121-255 124-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-080 124-095 1-305 1.5% 0-203 0.5% 98% True False 1,082,257
10 126-080 123-130 2-270 2.3% 0-204 0.5% 98% True False 1,005,215
20 126-080 122-065 4-015 3.2% 0-202 0.5% 99% True False 1,022,931
40 126-080 119-240 6-160 5.2% 0-208 0.5% 99% True False 1,043,286
60 126-080 118-260 7-140 5.9% 0-230 0.6% 99% True False 1,000,123
80 126-080 115-000 11-080 8.9% 0-246 0.6% 100% True False 753,854
100 126-080 113-150 12-250 10.1% 0-220 0.5% 100% True False 603,349
120 126-080 113-150 12-250 10.1% 0-188 0.5% 100% True False 502,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-076
2.618 128-029
1.618 127-124
1.000 126-305
0.618 126-219
HIGH 126-080
0.618 125-314
0.500 125-288
0.382 125-261
LOW 125-175
0.618 125-036
1.000 124-270
1.618 124-131
2.618 123-226
4.250 122-179
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 126-032 126-013
PP 126-000 125-282
S1 125-288 125-230

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

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