ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 123-240 123-220 -0-020 -0.1% 123-290
High 123-240 123-220 -0-020 -0.1% 124-060
Low 123-240 123-130 -0-110 -0.3% 122-230
Close 123-240 123-160 -0-080 -0.2% 122-220
Range 0-000 0-090 0-090 1-150
ATR 0-150 0-147 -0-003 -1.9% 0-000
Volume 2 3 1 50.0% 351
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-120 124-070 123-210
R3 124-030 123-300 123-185
R2 123-260 123-260 123-176
R1 123-210 123-210 123-168 123-190
PP 123-170 123-170 123-170 123-160
S1 123-120 123-120 123-152 123-100
S2 123-080 123-080 123-144
S3 122-310 123-030 123-135
S4 122-220 122-260 123-110
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
5 123-240 122-100 1-140 1.2% 0-068 0.2% 83% False False 68
10 124-150 122-100 2-050 1.7% 0-087 0.2% 55% False False 37
20 125-040 122-100 2-260 2.3% 0-050 0.1% 42% False False 19
40 125-040 120-070 4-290 4.0% 0-030 0.1% 67% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-282
2.618 124-136
1.618 124-046
1.000 123-310
0.618 123-276
HIGH 123-220
0.618 123-186
0.500 123-175
0.382 123-164
LOW 123-130
0.618 123-074
1.000 123-040
1.618 122-304
2.618 122-214
4.250 122-068
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 123-175 123-110
PP 123-170 123-060
S1 123-165 123-010

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

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