ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 123-240 124-160 0-240 0.6% 122-300
High 123-240 124-160 0-240 0.6% 123-250
Low 123-240 124-160 0-240 0.6% 122-300
Close 123-260 124-160 0-220 0.6% 123-260
Range
ATR 0-133 0-140 0-006 4.6% 0-000
Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-160 124-160 124-160
R3 124-160 124-160 124-160
R2 124-160 124-160 124-160
R1 124-160 124-160 124-160 124-160
PP 124-160 124-160 124-160 124-160
S1 124-160 124-160 124-160 124-160
S2 124-160 124-160 124-160
S3 124-160 124-160 124-160
S4 124-160 124-160 124-160
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-013 125-247 124-088
R3 125-063 124-297 124-014
R2 124-113 124-113 123-310
R1 124-027 124-027 123-285 124-070
PP 123-163 123-163 123-163 123-185
S1 123-077 123-077 123-235 123-120
S2 122-213 122-213 123-210
S3 121-263 122-127 123-186
S4 120-313 121-177 123-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-160 123-040 1-120 1.1% 0-000 0.0% 100% True False 1
10 124-160 121-190 2-290 2.3% 0-019 0.0% 100% True False 2
20 124-160 120-070 4-090 3.4% 0-010 0.0% 100% True False 2
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
4.250 124-160
2.618 124-160
1.618 124-160
1.000 124-160
0.618 124-160
HIGH 124-160
0.618 124-160
0.500 124-160
0.382 124-160
LOW 124-160
0.618 124-160
1.000 124-160
1.618 124-160
2.618 124-160
4.250 124-160
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 124-160 124-107
PP 124-160 124-053
S1 124-160 124-000

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

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