ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 123-280 123-250 -0-030 -0.1% 124-160
High 123-280 123-250 -0-030 -0.1% 124-160
Low 123-280 123-210 -0-070 -0.2% 123-280
Close 123-280 124-020 0-060 0.2% 123-280
Range 0-000 0-040 0-040 0-200
ATR 0-126 0-122 -0-004 -3.2% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-067 124-083 124-042
R3 124-027 124-043 124-031
R2 123-307 123-307 124-027
R1 124-003 124-003 124-024 123-315
PP 123-267 123-267 123-267 123-262
S1 123-283 123-283 124-016 123-275
S2 123-227 123-227 124-013
S3 123-187 123-243 124-009
S4 123-147 123-203 123-318
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-307 125-173 124-070
R3 125-107 124-293 124-015
R2 124-227 124-227 123-317
R1 124-093 124-093 123-298 124-060
PP 124-027 124-027 124-027 124-010
S1 123-213 123-213 123-262 123-180
S2 123-147 123-147 123-243
S3 122-267 123-013 123-225
S4 122-067 122-133 123-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-210 0-210 0.5% 0-008 0.0% 62% False True 1
10 124-160 123-040 1-120 1.1% 0-004 0.0% 68% False False 1
20 124-160 120-070 4-090 3.5% 0-012 0.0% 90% False False 1
40 124-160 118-160 6-000 4.8% 0-015 0.0% 93% False False 5
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 12 trading days
Fibonacci Retracements and Extensions
4.250 124-100
2.618 124-035
1.618 123-315
1.000 123-290
0.618 123-275
HIGH 123-250
0.618 123-235
0.500 123-230
0.382 123-225
LOW 123-210
0.618 123-185
1.000 123-170
1.618 123-145
2.618 123-105
4.250 123-040
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 123-303 124-012
PP 123-267 124-003
S1 123-230 123-315

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

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