ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 120-300 120-250 -0-050 -0.1% 119-120
High 120-300 120-250 -0-050 -0.1% 120-300
Low 120-300 120-250 -0-050 -0.1% 119-060
Close 120-300 120-250 -0-050 -0.1% 120-300
Range
ATR 0-113 0-109 -0-005 -4.0% 0-000
Volume 3 3 0 0.0% 52
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-250 120-250 120-250
R3 120-250 120-250 120-250
R2 120-250 120-250 120-250
R1 120-250 120-250 120-250 120-250
PP 120-250 120-250 120-250 120-250
S1 120-250 120-250 120-250 120-250
S2 120-250 120-250 120-250
S3 120-250 120-250 120-250
S4 120-250 120-250 120-250
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-193 125-007 121-288
R3 123-273 123-087 121-134
R2 122-033 122-033 121-083
R1 121-167 121-167 121-031 121-260
PP 120-113 120-113 120-113 120-160
S1 119-247 119-247 120-249 120-020
S2 118-193 118-193 120-197
S3 116-273 118-007 120-146
S4 115-033 116-087 119-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-300 119-060 1-240 1.4% 0-000 0.0% 91% False False 9
10 120-300 119-060 1-240 1.4% 0-013 0.0% 91% False False 9
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 0-000
Fibonacci Retracements and Extensions
4.250 120-250
2.618 120-250
1.618 120-250
1.000 120-250
0.618 120-250
HIGH 120-250
0.618 120-250
0.500 120-250
0.382 120-250
LOW 120-250
0.618 120-250
1.000 120-250
1.618 120-250
2.618 120-250
4.250 120-250
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 120-250 120-243
PP 120-250 120-237
S1 120-250 120-230

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

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