ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 120-070 120-240 0-170 0.4% 120-250
High 120-070 120-240 0-170 0.4% 121-050
Low 120-070 120-240 0-170 0.4% 120-250
Close 120-070 120-240 0-170 0.4% 120-190
Range
ATR 0-095 0-101 0-005 5.6% 0-000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-240 120-240 120-240
R3 120-240 120-240 120-240
R2 120-240 120-240 120-240
R1 120-240 120-240 120-240 120-240
PP 120-240 120-240 120-240 120-240
S1 120-240 120-240 120-240 120-240
S2 120-240 120-240 120-240
S3 120-240 120-240 120-240
S4 120-240 120-240 120-240
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 121-310 121-210 120-256
R3 121-190 121-090 120-223
R2 121-070 121-070 120-212
R1 120-290 120-290 120-201 120-280
PP 120-270 120-270 120-270 120-265
S1 120-170 120-170 120-179 120-160
S2 120-150 120-150 120-168
S3 120-030 120-050 120-157
S4 119-230 119-250 120-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 120-070 0-280 0.7% 0-000 0.0% 61% False False 3
10 121-050 120-070 0-300 0.8% 0-000 0.0% 57% False False 3
20 121-050 119-060 1-310 1.6% 0-010 0.0% 79% False False 8
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
4.250 120-240
2.618 120-240
1.618 120-240
1.000 120-240
0.618 120-240
HIGH 120-240
0.618 120-240
0.500 120-240
0.382 120-240
LOW 120-240
0.618 120-240
1.000 120-240
1.618 120-240
2.618 120-240
4.250 120-240
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 120-240 120-212
PP 120-240 120-183
S1 120-240 120-155

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

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