ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 125-220 125-280 0-060 0.1% 125-185
High 126-050 126-080 0-030 0.1% 126-080
Low 125-065 125-140 0-075 0.2% 125-065
Close 125-305 125-170 -0-135 -0.3% 125-170
Range 0-305 0-260 -0-045 -14.8% 1-015
ATR 0-213 0-217 0-003 1.6% 0-000
Volume 1,435,457 942,804 -492,653 -34.3% 5,293,179
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-057 127-213 125-313
R3 127-117 126-273 125-242
R2 126-177 126-177 125-218
R1 126-013 126-013 125-194 125-285
PP 125-237 125-237 125-237 125-212
S1 125-073 125-073 125-146 125-025
S2 124-297 124-297 125-122
S3 124-037 124-133 125-098
S4 123-097 123-193 125-027
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-257 128-068 126-034
R3 127-242 127-053 125-262
R2 126-227 126-227 125-231
R1 126-038 126-038 125-201 125-285
PP 125-212 125-212 125-212 125-175
S1 125-023 125-023 125-139 124-270
S2 124-197 124-197 125-109
S3 123-182 124-008 125-078
S4 122-167 122-313 124-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-080 125-065 1-015 0.8% 0-233 0.6% 31% True False 1,058,635
10 126-080 124-095 1-305 1.6% 0-205 0.5% 63% True False 1,030,009
20 126-080 122-065 4-015 3.2% 0-206 0.5% 82% True False 1,043,941
40 126-080 121-035 5-045 4.1% 0-209 0.5% 86% True False 1,058,990
60 126-080 118-260 7-140 5.9% 0-225 0.6% 90% True False 1,049,071
80 126-080 115-210 10-190 8.4% 0-247 0.6% 93% True False 807,759
100 126-080 113-150 12-250 10.2% 0-226 0.6% 94% True False 646,417
120 126-080 113-150 12-250 10.2% 0-196 0.5% 94% True False 538,807
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 True
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-225
2.618 128-121
1.618 127-181
1.000 127-020
0.618 126-241
HIGH 126-080
0.618 125-301
0.500 125-270
0.382 125-239
LOW 125-140
0.618 124-299
1.000 124-200
1.618 124-039
2.618 123-099
4.250 121-315
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 125-270 125-232
PP 125-237 125-212
S1 125-203 125-191

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

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