ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 122-200 122-300 0-100 0.3% 121-110
High 122-200 122-300 0-100 0.3% 122-200
Low 122-200 122-300 0-100 0.3% 121-110
Close 122-200 122-190 -0-010 0.0% 122-200
Range
ATR 0-135 0-132 -0-002 -1.8% 0-000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-263 122-227 122-190
R3 122-263 122-227 122-190
R2 122-263 122-263 122-190
R1 122-227 122-227 122-190 122-245
PP 122-263 122-263 122-263 122-272
S1 122-227 122-227 122-190 122-245
S2 122-263 122-263 122-190
S3 122-263 122-227 122-190
S4 122-263 122-227 122-190
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-013 125-197 123-106
R3 124-243 124-107 122-313
R2 123-153 123-153 122-275
R1 123-017 123-017 122-238 123-085
PP 122-063 122-063 122-063 122-098
S1 121-247 121-247 122-162 121-315
S2 120-293 120-293 122-125
S3 119-203 120-157 122-087
S4 118-113 119-067 121-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-300 121-190 1-110 1.1% 0-038 0.1% 74% True False 2
10 122-300 120-070 2-230 2.2% 0-019 0.0% 87% True False 2
20 122-300 119-060 3-240 3.1% 0-010 0.0% 91% True False 4
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 0-007
Fibonacci Retracements and Extensions
4.250 122-300
2.618 122-300
1.618 122-300
1.000 122-300
0.618 122-300
HIGH 122-300
0.618 122-300
0.500 122-300
0.382 122-300
LOW 122-300
0.618 122-300
1.000 122-300
1.618 122-300
2.618 122-300
4.250 122-300
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 122-300 122-160
PP 122-263 122-130
S1 122-227 122-100

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

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