ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 122-170 123-240 1-070 1.0% 123-290
High 122-170 123-240 1-070 1.0% 124-060
Low 122-100 123-240 1-140 1.2% 122-230
Close 123-070 123-240 0-170 0.4% 122-220
Range 0-070 0-000 -0-070 -100.0% 1-150
ATR 0-148 0-150 0-002 1.1% 0-000
Volume 5 2 -3 -60.0% 351
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-240 123-240 123-240
R3 123-240 123-240 123-240
R2 123-240 123-240 123-240
R1 123-240 123-240 123-240 123-240
PP 123-240 123-240 123-240 123-240
S1 123-240 123-240 123-240 123-240
S2 123-240 123-240 123-240
S3 123-240 123-240 123-240
S4 123-240 123-240 123-240
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-193 126-197 123-158
R3 126-043 125-047 123-029
R2 124-213 124-213 122-306
R1 123-217 123-217 122-263 123-140
PP 123-063 123-063 123-063 123-025
S1 122-067 122-067 122-177 121-310
S2 121-233 121-233 122-134
S3 120-083 120-237 122-091
S4 118-253 119-087 121-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 122-100 1-280 1.5% 0-070 0.2% 77% False False 70
10 125-000 122-100 2-220 2.2% 0-078 0.2% 53% False False 37
20 125-040 122-100 2-260 2.3% 0-045 0.1% 51% False False 19
40 125-040 120-070 4-290 4.0% 0-027 0.1% 72% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-240
2.618 123-240
1.618 123-240
1.000 123-240
0.618 123-240
HIGH 123-240
0.618 123-240
0.500 123-240
0.382 123-240
LOW 123-240
0.618 123-240
1.000 123-240
1.618 123-240
2.618 123-240
4.250 123-240
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 123-240 123-163
PP 123-240 123-087
S1 123-240 123-010

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

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