ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 121-110 121-310 0-200 0.5% 120-210
High 121-110 121-310 0-200 0.5% 121-250
Low 121-110 121-310 0-200 0.5% 120-070
Close 121-110 121-310 0-200 0.5% 121-250
Range
ATR 0-115 0-121 0-006 5.3% 0-000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-310 121-310 121-310
R3 121-310 121-310 121-310
R2 121-310 121-310 121-310
R1 121-310 121-310 121-310 121-310
PP 121-310 121-310 121-310 121-310
S1 121-310 121-310 121-310 121-310
S2 121-310 121-310 121-310
S3 121-310 121-310 121-310
S4 121-310 121-310 121-310
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-303 125-137 122-205
R3 124-123 123-277 122-068
R2 122-263 122-263 122-022
R1 122-097 122-097 121-296 122-180
PP 121-083 121-083 121-083 121-125
S1 120-237 120-237 121-204 121-000
S2 119-223 119-223 121-158
S3 118-043 119-057 121-112
S4 116-183 117-197 120-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-310 120-240 1-070 1.0% 0-000 0.0% 100% True False 1
10 121-310 120-070 1-240 1.4% 0-000 0.0% 100% True False 2
20 121-310 119-060 2-250 2.3% 0-006 0.0% 100% True False 5
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
4.250 121-310
2.618 121-310
1.618 121-310
1.000 121-310
0.618 121-310
HIGH 121-310
0.618 121-310
0.500 121-310
0.382 121-310
LOW 121-310
0.618 121-310
1.000 121-310
1.618 121-310
2.618 121-310
4.250 121-310
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 121-310 121-277
PP 121-310 121-243
S1 121-310 121-210

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

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