ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 125-280 125-155 -0-125 -0.3% 125-185
High 126-080 125-260 -0-140 -0.3% 126-080
Low 125-140 125-095 -0-045 -0.1% 125-065
Close 125-170 125-210 0-040 0.1% 125-170
Range 0-260 0-165 -0-095 -36.5% 1-015
ATR 0-217 0-213 -0-004 -1.7% 0-000
Volume 942,804 752,913 -189,891 -20.1% 5,293,179
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-043 126-292 125-301
R3 126-198 126-127 125-255
R2 126-033 126-033 125-240
R1 125-282 125-282 125-225 125-318
PP 125-188 125-188 125-188 125-206
S1 125-117 125-117 125-195 125-152
S2 125-023 125-023 125-180
S3 124-178 124-272 125-165
S4 124-013 124-107 125-119
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% 0-221 0.5% 43% False False 1,014,392
10 126-080 124-095 1-305 1.6% 0-212 0.5% 70% False False 1,048,324
20 126-080 122-065 4-015 3.2% 0-207 0.5% 85% False False 1,024,861
40 126-080 121-145 4-255 3.8% 0-207 0.5% 88% False False 1,046,394
60 126-080 118-260 7-140 5.9% 0-221 0.5% 92% False False 1,045,234
80 126-080 115-300 10-100 8.2% 0-247 0.6% 94% False False 817,153
100 126-080 113-150 12-250 10.2% 0-227 0.6% 95% False False 653,941
120 126-080 113-150 12-250 10.2% 0-197 0.5% 95% False False 545,081
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 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-001
2.618 127-052
1.618 126-207
1.000 126-105
0.618 126-042
HIGH 125-260
0.618 125-197
0.500 125-178
0.382 125-158
LOW 125-095
0.618 124-313
1.000 124-250
1.618 124-148
2.618 123-303
4.250 123-034
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 125-199 125-232
PP 125-188 125-225
S1 125-178 125-218

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

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