ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 124-240 124-100 -0-140 -0.4% 123-250
High 124-240 124-160 -0-080 -0.2% 125-040
Low 124-240 124-100 -0-140 -0.4% 123-210
Close 124-240 123-220 -1-020 -0.9% 123-220
Range 0-000 0-060 0-060 1-150
ATR 0-128 0-129 0-001 0.7% 0-000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-233 124-127 123-253
R3 124-173 124-067 123-236
R2 124-113 124-113 123-231
R1 124-007 124-007 123-226 124-030
PP 124-053 124-053 124-053 124-065
S1 123-267 123-267 123-214 123-290
S2 123-313 123-313 123-209
S3 123-253 123-207 123-204
S4 123-193 123-147 123-187
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-180 127-190 124-158
R3 127-030 126-040 124-029
R2 125-200 125-200 123-306
R1 124-210 124-210 123-263 124-130
PP 124-050 124-050 124-050 124-010
S1 123-060 123-060 123-177 122-300
S2 122-220 122-220 123-134
S3 121-070 121-230 123-091
S4 119-240 120-080 122-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-040 123-210 1-150 1.2% 0-024 0.1% 2% False False 2
10 125-040 123-210 1-150 1.2% 0-012 0.0% 2% False False 1
20 125-040 121-110 3-250 3.1% 0-016 0.0% 62% False False 2
40 125-040 119-060 5-300 4.8% 0-011 0.0% 76% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 125-095
2.618 124-317
1.618 124-257
1.000 124-220
0.618 124-197
HIGH 124-160
0.618 124-137
0.500 124-130
0.382 124-123
LOW 124-100
0.618 124-063
1.000 124-040
1.618 124-003
2.618 123-263
4.250 123-165
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 124-130 124-230
PP 124-053 124-120
S1 123-297 124-010

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

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