ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 124-100 123-280 -0-140 -0.4% 124-160
High 124-100 123-280 -0-140 -0.4% 124-160
Low 124-100 123-280 -0-140 -0.4% 123-280
Close 124-100 123-280 -0-140 -0.4% 123-280
Range
ATR 0-125 0-126 0-001 0.9% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-280 123-280 123-280
R3 123-280 123-280 123-280
R2 123-280 123-280 123-280
R1 123-280 123-280 123-280 123-280
PP 123-280 123-280 123-280 123-280
S1 123-280 123-280 123-280 123-280
S2 123-280 123-280 123-280
S3 123-280 123-280 123-280
S4 123-280 123-280 123-280
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-307 125-173 124-070
R3 125-107 124-293 124-015
R2 124-227 124-227 123-317
R1 124-093 124-093 123-298 124-060
PP 124-027 124-027 124-027 124-010
S1 123-213 123-213 123-262 123-180
S2 123-147 123-147 123-243
S3 122-267 123-013 123-225
S4 122-067 122-133 123-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-160 123-280 0-200 0.5% 0-000 0.0% 0% False True 1
10 124-160 122-300 1-180 1.3% 0-000 0.0% 60% False False 1
20 124-160 120-070 4-090 3.5% 0-010 0.0% 85% False 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 0-000
Fibonacci Retracements and Extensions
4.250 123-280
2.618 123-280
1.618 123-280
1.000 123-280
0.618 123-280
HIGH 123-280
0.618 123-280
0.500 123-280
0.382 123-280
LOW 123-280
0.618 123-280
1.000 123-280
1.618 123-280
2.618 123-280
4.250 123-280
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 123-280 124-030
PP 123-280 124-007
S1 123-280 123-303

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

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