ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 123-045 122-220 -0-145 -0.4% 123-120
High 123-090 122-270 -0-140 -0.4% 123-240
Low 122-205 122-120 -0-085 -0.2% 122-205
Close 122-215 122-235 0-020 0.1% 122-215
Range 0-205 0-150 -0-055 -26.8% 1-035
ATR 0-225 0-220 -0-005 -2.4% 0-000
Volume 952,859 1,134,525 181,666 19.1% 5,036,146
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-018 123-277 122-318
R3 123-188 123-127 122-276
R2 123-038 123-038 122-262
R1 122-297 122-297 122-249 123-008
PP 122-208 122-208 122-208 122-224
S1 122-147 122-147 122-221 122-178
S2 122-058 122-058 122-208
S3 121-228 121-317 122-194
S4 121-078 121-167 122-152
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 126-112 125-198 123-090
R3 125-077 124-163 122-313
R2 124-042 124-042 122-280
R1 123-128 123-128 122-248 123-068
PP 123-007 123-007 123-007 122-296
S1 122-093 122-093 122-182 122-032
S2 121-292 121-292 122-150
S3 120-257 121-058 122-117
S4 119-222 120-023 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 122-120 1-120 1.1% 0-203 0.5% 26% False True 1,006,673
10 123-240 121-145 2-095 1.9% 0-230 0.6% 56% False False 1,079,206
20 123-240 121-145 2-095 1.9% 0-208 0.5% 56% False False 1,067,927
40 123-240 118-260 4-300 4.0% 0-228 0.6% 79% False False 1,055,421
60 123-240 115-300 7-260 6.4% 0-261 0.7% 87% False False 747,917
80 123-240 113-150 10-090 8.4% 0-232 0.6% 90% False False 561,211
100 123-240 113-150 10-090 8.4% 0-195 0.5% 90% False False 449,125
120 123-240 113-150 10-090 8.4% 0-163 0.4% 90% False False 374,272
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 0-049
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124-268
2.618 124-023
1.618 123-193
1.000 123-100
0.618 123-043
HIGH 122-270
0.618 122-213
0.500 122-195
0.382 122-177
LOW 122-120
0.618 122-027
1.000 121-290
1.618 121-197
2.618 121-047
4.250 120-122
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 122-222 123-010
PP 122-208 122-298
S1 122-195 122-267

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

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