ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 122-140 122-060 -0-080 -0.2% 120-310
High 122-150 122-170 0-020 0.1% 122-160
Low 122-040 122-060 0-020 0.1% 120-170
Close 122-050 122-120 0-070 0.2% 122-100
Range 0-110 0-110 0-000 0.0% 1-310
ATR 0-170 0-166 -0-004 -2.1% 0-000
Volume 2,504 738 -1,766 -70.5% 2,606
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-127 123-073 122-180
R3 123-017 122-283 122-150
R2 122-227 122-227 122-140
R1 122-173 122-173 122-130 122-200
PP 122-117 122-117 122-117 122-130
S1 122-063 122-063 122-110 122-090
S2 122-007 122-007 122-100
S3 121-217 121-273 122-090
S4 121-107 121-163 122-060
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 127-220 126-310 123-126
R3 125-230 125-000 122-273
R2 123-240 123-240 122-216
R1 123-010 123-010 122-158 123-125
PP 121-250 121-250 121-250 121-308
S1 121-020 121-020 122-042 121-135
S2 119-260 119-260 121-304
S3 117-270 119-030 121-247
S4 115-280 117-040 121-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-170 120-170 2-000 1.6% 0-176 0.4% 92% True False 1,031
10 122-170 120-170 2-000 1.6% 0-151 0.4% 92% True False 633
20 122-170 119-090 3-080 2.7% 0-156 0.4% 95% True False 445
40 122-170 117-140 5-030 4.2% 0-098 0.3% 97% True False 238
60 122-170 113-260 8-230 7.1% 0-084 0.2% 98% True False 161
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Fibonacci Retracements and Extensions
4.250 123-318
2.618 123-138
1.618 123-028
1.000 122-280
0.618 122-238
HIGH 122-170
0.618 122-128
0.500 122-115
0.382 122-102
LOW 122-060
0.618 121-312
1.000 121-270
1.618 121-202
2.618 121-092
4.250 120-232
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 122-118 122-095
PP 122-117 122-070
S1 122-115 122-045

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

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