ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 125-170 125-190 0-020 0.0% 124-055
High 126-025 125-255 -0-090 -0.2% 126-025
Low 125-110 125-050 -0-060 -0.1% 124-010
Close 125-185 125-070 -0-115 -0.3% 125-070
Range 0-235 0-205 -0-030 -12.8% 2-015
ATR 0-258 0-254 -0-004 -1.5% 0-000
Volume 1,147,377 1,133,406 -13,971 -1.2% 5,745,138
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-100 126-290 125-183
R3 126-215 126-085 125-126
R2 126-010 126-010 125-108
R1 125-200 125-200 125-089 125-162
PP 125-125 125-125 125-125 125-106
S1 124-315 124-315 125-051 124-278
S2 124-240 124-240 125-032
S3 124-035 124-110 125-014
S4 123-150 123-225 124-277
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 131-080 130-090 126-110
R3 129-065 128-075 125-250
R2 127-050 127-050 125-190
R1 126-060 126-060 125-130 126-215
PP 125-035 125-035 125-035 125-112
S1 124-045 124-045 125-010 124-200
S2 123-020 123-020 124-270
S3 121-005 122-030 124-210
S4 118-310 120-015 124-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-025 124-010 2-015 1.6% 0-225 0.6% 58% False False 1,149,027
10 126-025 122-300 3-045 2.5% 0-245 0.6% 73% False False 1,158,694
20 126-025 122-300 3-045 2.5% 0-285 0.7% 73% False False 1,133,286
40 126-030 122-140 3-210 2.9% 0-244 0.6% 76% False False 602,439
60 126-030 120-170 5-180 4.4% 0-217 0.5% 84% False False 401,978
80 126-030 118-100 7-250 6.2% 0-182 0.5% 89% False False 301,494
100 126-030 115-250 10-100 8.2% 0-159 0.4% 92% False False 241,200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-166
2.618 127-152
1.618 126-267
1.000 126-140
0.618 126-062
HIGH 125-255
0.618 125-177
0.500 125-152
0.382 125-128
LOW 125-050
0.618 124-243
1.000 124-165
1.618 124-038
2.618 123-153
4.250 122-139
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 125-152 125-198
PP 125-125 125-155
S1 125-098 125-112

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

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