ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 125-000 124-150 -0-170 -0.4% 123-250
High 125-000 124-150 -0-170 -0.4% 125-040
Low 125-000 124-150 -0-170 -0.4% 123-210
Close 124-310 124-050 -0-260 -0.7% 123-220
Range
ATR 0-139 0-141 0-001 1.1% 0-000
Volume 3 1 -2 -66.7% 13
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-117 124-083 124-050
R3 124-117 124-083 124-050
R2 124-117 124-117 124-050
R1 124-083 124-083 124-050 124-100
PP 124-117 124-117 124-117 124-125
S1 124-083 124-083 124-050 124-100
S2 124-117 124-117 124-050
S3 124-117 124-083 124-050
S4 124-117 124-083 124-050
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
5 125-000 124-100 0-220 0.6% 0-012 0.0% -23% False False 2
10 125-040 123-210 1-150 1.2% 0-012 0.0% 34% False False 2
20 125-040 121-220 3-140 2.8% 0-016 0.0% 72% False False 2
40 125-040 119-060 5-300 4.8% 0-011 0.0% 84% False False 3
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
4.250 124-150
2.618 124-150
1.618 124-150
1.000 124-150
0.618 124-150
HIGH 124-150
0.618 124-150
0.500 124-150
0.382 124-150
LOW 124-150
0.618 124-150
1.000 124-150
1.618 124-150
2.618 124-150
4.250 124-150
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 124-150 124-235
PP 124-117 124-173
S1 124-083 124-112

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

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