ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 126-105 125-035 -1-070 -1.0% 125-155
High 126-135 126-085 -0-050 -0.1% 126-280
Low 125-025 124-295 -0-050 -0.1% 125-025
Close 125-060 126-030 0-290 0.7% 125-060
Range 1-110 1-110 0-000 0.0% 1-255
ATR 0-240 0-254 0-014 5.7% 0-000
Volume 1,912,776 1,189,106 -723,670 -37.8% 7,549,115
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-253 129-092 126-266
R3 128-143 127-302 126-148
R2 127-033 127-033 126-109
R1 126-192 126-192 126-069 126-272
PP 125-243 125-243 125-243 125-284
S1 125-082 125-082 125-311 125-162
S2 124-133 124-133 125-271
S3 123-023 123-292 125-232
S4 121-233 122-182 125-114
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
5 126-280 124-295 1-305 1.5% 1-016 0.8% 60% False True 1,597,061
10 126-280 124-295 1-305 1.5% 0-278 0.7% 60% False True 1,305,726
20 126-280 123-130 3-150 2.8% 0-241 0.6% 77% False False 1,155,471
40 126-280 121-145 5-135 4.3% 0-224 0.6% 86% False False 1,101,497
60 126-280 119-235 7-045 5.7% 0-224 0.6% 89% False False 1,087,571
80 126-280 117-060 9-220 7.7% 0-245 0.6% 92% False False 916,579
100 126-280 114-080 12-200 10.0% 0-237 0.6% 94% False False 733,764
120 126-280 113-150 13-130 10.6% 0-210 0.5% 94% False False 611,614
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0-066
Fibonacci Retracements and Extensions
4.250 131-312
2.618 129-251
1.618 128-141
1.000 127-195
0.618 127-031
HIGH 126-085
0.618 125-241
0.500 125-190
0.382 125-139
LOW 124-295
0.618 124-029
1.000 123-185
1.618 122-239
2.618 121-129
4.250 119-068
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 125-297 125-305
PP 125-243 125-260
S1 125-190 125-215

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

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