ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 125-200 124-280 -0-240 -0.6% 124-210
High 125-200 125-000 -0-200 -0.5% 126-030
Low 124-130 124-160 0-030 0.1% 124-080
Close 124-260 124-180 -0-080 -0.2% 124-110
Range 1-070 0-160 -0-230 -59.0% 1-270
ATR 0-251 0-245 -0-007 -2.6% 0-000
Volume 1,225,420 1,559,969 334,549 27.3% 1,750,382
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-060 125-280 124-268
R3 125-220 125-120 124-224
R2 125-060 125-060 124-209
R1 124-280 124-280 124-195 124-250
PP 124-220 124-220 124-220 124-205
S1 124-120 124-120 124-165 124-090
S2 124-060 124-060 124-151
S3 123-220 123-280 124-136
S4 123-060 123-120 124-092
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 130-137 129-073 125-114
R3 128-187 127-123 124-272
R2 126-237 126-237 124-218
R1 125-173 125-173 124-164 125-070
PP 124-287 124-287 124-287 124-235
S1 123-223 123-223 124-056 123-120
S2 123-017 123-017 124-002
S3 121-067 121-273 123-268
S4 119-117 120-003 123-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 123-310 1-280 1.5% 1-008 0.8% 32% False False 1,067,371
10 126-030 123-310 2-040 1.7% 0-288 0.7% 28% False False 648,020
20 126-030 122-300 3-050 2.5% 0-241 0.6% 51% False False 337,090
40 126-030 120-170 5-180 4.5% 0-205 0.5% 72% False False 169,686
60 126-030 118-220 7-130 5.9% 0-170 0.4% 79% False False 113,175
80 126-030 116-070 9-280 7.9% 0-137 0.3% 84% False False 84,888
100 126-030 113-050 12-300 10.4% 0-120 0.3% 88% False False 67,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-040
2.618 126-099
1.618 125-259
1.000 125-160
0.618 125-099
HIGH 125-000
0.618 124-259
0.500 124-240
0.382 124-221
LOW 124-160
0.618 124-061
1.000 124-000
1.618 123-221
2.618 123-061
4.250 122-120
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 124-240 125-040
PP 124-220 124-300
S1 124-200 124-240

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

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