ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 115-080 115-230 0-150 0.4% 115-140
High 115-080 115-230 0-150 0.4% 115-140
Low 115-080 115-230 0-150 0.4% 114-100
Close 115-100 115-230 0-130 0.4% 114-100
Range
ATR 0-104 0-106 0-002 1.8% 0-000
Volume 2 31 29 1,450.0% 8
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-230 115-230 115-230
R3 115-230 115-230 115-230
R2 115-230 115-230 115-230
R1 115-230 115-230 115-230 115-230
PP 115-230 115-230 115-230 115-230
S1 115-230 115-230 115-230 115-230
S2 115-230 115-230 115-230
S3 115-230 115-230 115-230
S4 115-230 115-230 115-230
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-020 117-100 114-298
R3 116-300 116-060 114-199
R2 115-260 115-260 114-166
R1 115-020 115-020 114-133 114-280
PP 114-220 114-220 114-220 114-190
S1 113-300 113-300 114-067 113-240
S2 113-180 113-180 114-034
S3 112-140 112-260 114-001
S4 111-100 111-220 113-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-230 114-100 1-130 1.2% 0-000 0.0% 100% True False 7
10 115-230 114-100 1-130 1.2% 0-000 0.0% 100% True False 4
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
4.250 115-230
2.618 115-230
1.618 115-230
1.000 115-230
0.618 115-230
HIGH 115-230
0.618 115-230
0.500 115-230
0.382 115-230
LOW 115-230
0.618 115-230
1.000 115-230
1.618 115-230
2.618 115-230
4.250 115-230
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 115-230 115-205
PP 115-230 115-180
S1 115-230 115-155

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

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