ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 123-310 123-290 -0-020 -0.1% 124-200
High 123-310 123-290 -0-020 -0.1% 125-000
Low 123-230 123-000 -0-230 -0.6% 123-000
Close 123-290 123-120 -0-170 -0.4% 123-120
Range 0-080 0-290 0-210 262.5% 2-000
ATR 0-141 0-151 0-011 7.6% 0-000
Volume 9 2 -7 -77.8% 18
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-047 125-213 123-280
R3 125-077 124-243 123-200
R2 124-107 124-107 123-173
R1 123-273 123-273 123-147 123-205
PP 123-137 123-137 123-137 123-102
S1 122-303 122-303 123-093 122-235
S2 122-167 122-167 123-067
S3 121-197 122-013 123-040
S4 120-227 121-043 122-280
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-253 128-187 124-152
R3 127-253 126-187 123-296
R2 125-253 125-253 123-237
R1 124-187 124-187 123-179 124-060
PP 123-253 123-253 123-253 123-190
S1 122-187 122-187 123-061 122-060
S2 121-253 121-253 123-003
S3 119-253 120-187 122-264
S4 117-253 118-187 122-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-000 2-000 1.6% 0-074 0.2% 19% False True 3
10 125-040 123-000 2-040 1.7% 0-049 0.1% 18% False True 3
20 125-040 122-300 2-060 1.8% 0-024 0.1% 20% False False 2
40 125-040 119-060 5-300 4.8% 0-020 0.1% 71% False False 3
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 50 trading days
Fibonacci Retracements and Extensions
4.250 127-242
2.618 126-089
1.618 125-119
1.000 124-260
0.618 124-149
HIGH 123-290
0.618 123-179
0.500 123-145
0.382 123-111
LOW 123-000
0.618 122-141
1.000 122-030
1.618 121-171
2.618 120-201
4.250 119-048
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 123-145 123-235
PP 123-137 123-197
S1 123-128 123-158

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

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