ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 119-120 119-120 0-000 0.0% 120-060
High 119-120 119-250 0-130 0.3% 120-060
Low 119-120 119-120 0-000 0.0% 119-120
Close 119-120 119-210 0-090 0.2% 119-120
Range 0-000 0-130 0-130 0-260
ATR
Volume 10 10 0 0.0% 40
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-263 120-207 119-282
R3 120-133 120-077 119-246
R2 120-003 120-003 119-234
R1 119-267 119-267 119-222 119-295
PP 119-193 119-193 119-193 119-208
S1 119-137 119-137 119-198 119-165
S2 119-063 119-063 119-186
S3 118-253 119-007 119-174
S4 118-123 118-197 119-138
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-027 121-173 119-263
R3 121-087 120-233 119-192
R2 120-147 120-147 119-168
R1 119-293 119-293 119-144 119-250
PP 119-207 119-207 119-207 119-185
S1 119-033 119-033 119-096 118-310
S2 118-267 118-267 119-072
S3 118-007 118-093 119-048
S4 117-067 117-153 118-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 119-120 0-260 0.7% 0-026 0.1% 35% False True 10
10 120-060 118-160 1-220 1.4% 0-038 0.1% 69% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-162
2.618 120-270
1.618 120-140
1.000 120-060
0.618 120-010
HIGH 119-250
0.618 119-200
0.500 119-185
0.382 119-170
LOW 119-120
0.618 119-040
1.000 118-310
1.618 118-230
2.618 118-100
4.250 117-208
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 119-202 119-202
PP 119-193 119-193
S1 119-185 119-185

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

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