ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 123-275 124-110 0-155 0.4% 123-280
High 124-160 124-210 0-050 0.1% 125-035
Low 123-255 124-005 0-070 0.2% 123-060
Close 124-140 124-060 -0-080 -0.2% 123-125
Range 0-225 0-205 -0-020 -8.9% 1-295
ATR 0-270 0-265 -0-005 -1.7% 0-000
Volume 1,149,897 1,324,331 174,434 15.2% 4,654,025
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-067 125-268 124-173
R3 125-182 125-063 124-116
R2 124-297 124-297 124-098
R1 124-178 124-178 124-079 124-135
PP 124-092 124-092 124-092 124-070
S1 123-293 123-293 124-041 123-250
S2 123-207 123-207 124-022
S3 123-002 123-088 124-004
S4 122-117 122-203 123-267
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-212 128-143 124-143
R3 127-237 126-168 123-294
R2 125-262 125-262 123-238
R1 124-193 124-193 123-181 124-080
PP 123-287 123-287 123-287 123-230
S1 122-218 122-218 123-069 122-105
S2 121-312 121-312 123-012
S3 120-017 120-243 122-276
S4 118-042 118-268 122-107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 122-300 1-250 1.4% 0-274 0.7% 70% False False 1,124,913
10 125-200 122-300 2-220 2.2% 0-294 0.7% 47% False False 1,190,134
20 126-030 122-300 3-050 2.5% 0-287 0.7% 40% False False 787,237
40 126-030 121-110 4-240 3.8% 0-233 0.6% 60% False False 397,435
60 126-030 119-090 6-260 5.5% 0-207 0.5% 72% False False 265,105
80 126-030 117-140 8-210 7.0% 0-166 0.4% 78% False False 198,836
100 126-030 113-260 12-090 9.9% 0-144 0.4% 84% False False 159,070
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 0-070
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-121
2.618 126-107
1.618 125-222
1.000 125-095
0.618 125-017
HIGH 124-210
0.618 124-132
0.500 124-108
0.382 124-083
LOW 124-005
0.618 123-198
1.000 123-120
1.618 122-313
2.618 122-108
4.250 121-094
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 124-108 124-018
PP 124-092 123-297
S1 124-076 123-255

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

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