ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 125-035 126-065 1-030 0.9% 125-155
High 126-085 126-210 0-125 0.3% 126-280
Low 124-295 126-035 1-060 1.0% 125-025
Close 126-030 126-160 0-130 0.3% 125-060
Range 1-110 0-175 -0-255 -59.3% 1-255
ATR 0-254 0-248 -0-005 -2.1% 0-000
Volume 1,189,106 442,618 -746,488 -62.8% 7,549,115
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-020 127-265 126-256
R3 127-165 127-090 126-208
R2 126-310 126-310 126-192
R1 126-235 126-235 126-176 126-272
PP 126-135 126-135 126-135 126-154
S1 126-060 126-060 126-144 126-098
S2 125-280 125-280 126-128
S3 125-105 125-205 126-112
S4 124-250 125-030 126-064
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% 0-305 0.8% 81% False False 1,389,310
10 126-280 124-295 1-305 1.5% 0-275 0.7% 81% False False 1,251,437
20 126-280 123-160 3-120 2.7% 0-238 0.6% 89% False False 1,130,730
40 126-280 121-145 5-135 4.3% 0-223 0.6% 93% False False 1,083,627
60 126-280 119-235 7-045 5.6% 0-223 0.6% 95% False False 1,071,167
80 126-280 117-060 9-220 7.7% 0-241 0.6% 96% False False 921,952
100 126-280 114-230 12-050 9.6% 0-238 0.6% 97% False False 738,188
120 126-280 113-150 13-130 10.6% 0-212 0.5% 97% False False 615,302
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 False
Bear Hook False
Bull Hook False
Stretch 0-069
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-314
2.618 128-028
1.618 127-173
1.000 127-065
0.618 126-318
HIGH 126-210
0.618 126-143
0.500 126-122
0.382 126-102
LOW 126-035
0.618 125-247
1.000 125-180
1.618 125-072
2.618 124-217
4.250 123-251
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 126-148 126-084
PP 126-135 126-008
S1 126-122 125-252

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

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