ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 125-080 125-160 0-080 0.2% 124-210
High 125-170 125-200 0-030 0.1% 126-030
Low 125-020 124-080 -0-260 -0.6% 124-080
Close 125-130 124-110 -1-020 -0.8% 124-110
Range 0-150 1-120 0-290 193.3% 1-270
ATR 0-211 0-228 0-016 7.7% 0-000
Volume 538,196 708,712 170,516 31.7% 1,750,382
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-277 127-313 125-032
R3 127-157 126-193 124-231
R2 126-037 126-037 124-191
R1 125-073 125-073 124-150 124-315
PP 124-237 124-237 124-237 124-198
S1 123-273 123-273 124-070 123-195
S2 123-117 123-117 124-029
S3 121-317 122-153 123-309
S4 120-197 121-033 123-188
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 130-137 129-073 125-114
R3 128-187 127-123 124-272
R2 126-237 126-237 124-218
R1 125-173 125-173 124-164 125-070
PP 124-287 124-287 124-287 124-235
S1 123-223 123-223 124-056 123-120
S2 123-017 123-017 124-002
S3 121-067 121-273 123-268
S4 119-117 120-003 123-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-030 124-080 1-270 1.5% 0-286 0.7% 5% False True 350,076
10 126-030 124-080 1-270 1.5% 0-254 0.6% 5% False True 203,613
20 126-030 122-160 3-190 2.9% 0-216 0.5% 51% False False 106,934
40 126-030 120-170 5-180 4.5% 0-188 0.5% 69% False False 54,031
60 126-030 118-220 7-130 6.0% 0-155 0.4% 76% False False 36,042
80 126-030 116-070 9-280 7.9% 0-129 0.3% 82% False False 27,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 131-150
2.618 129-072
1.618 127-272
1.000 127-000
0.618 126-152
HIGH 125-200
0.618 125-032
0.500 124-300
0.382 124-248
LOW 124-080
0.618 123-128
1.000 122-280
1.618 122-008
2.618 120-208
4.250 118-130
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 124-300 125-055
PP 124-237 124-287
S1 124-173 124-198

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

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