ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 126-015 126-105 0-090 0.2% 125-155
High 126-110 126-135 0-025 0.1% 126-280
Low 125-280 125-025 -0-255 -0.6% 125-025
Close 126-070 125-060 -1-010 -0.8% 125-060
Range 0-150 1-110 0-280 186.7% 1-255
ATR 0-225 0-240 0-015 6.5% 0-000
Volume 1,578,195 1,912,776 334,581 21.2% 7,549,115
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-190 128-235 125-296
R3 128-080 127-125 125-178
R2 126-290 126-290 125-139
R1 126-015 126-015 125-099 125-258
PP 125-180 125-180 125-180 125-141
S1 124-225 124-225 125-021 124-148
S2 124-070 124-070 124-301
S3 122-280 123-115 124-262
S4 121-170 122-005 124-144
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 131-033 129-302 126-056
R3 129-098 128-047 125-218
R2 127-163 127-163 125-165
R1 126-112 126-112 125-113 126-010
PP 125-228 125-228 125-228 125-178
S1 124-177 124-177 125-007 124-075
S2 123-293 123-293 124-275
S3 122-038 122-242 124-222
S4 120-103 120-307 124-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-280 125-025 1-255 1.4% 0-283 0.7% 6% False True 1,509,823
10 126-280 125-025 1-255 1.4% 0-258 0.6% 6% False True 1,284,229
20 126-280 123-125 3-155 2.8% 0-226 0.6% 52% False False 1,155,276
40 126-280 121-145 5-135 4.3% 0-218 0.5% 69% False False 1,104,687
60 126-280 119-090 7-190 6.1% 0-225 0.6% 78% False False 1,087,325
80 126-280 117-060 9-220 7.7% 0-251 0.6% 83% False False 901,866
100 126-280 114-080 12-200 10.1% 0-234 0.6% 87% False False 721,876
120 126-280 113-150 13-130 10.7% 0-207 0.5% 87% False False 601,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 132-042
2.618 129-301
1.618 128-191
1.000 127-245
0.618 127-081
HIGH 126-135
0.618 125-291
0.500 125-240
0.382 125-189
LOW 125-025
0.618 124-079
1.000 123-235
1.618 122-289
2.618 121-179
4.250 119-118
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 125-240 125-312
PP 125-180 125-228
S1 125-120 125-144

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

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