ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 125-190 125-075 -0-115 -0.3% 124-055
High 125-255 126-010 0-075 0.2% 126-025
Low 125-050 125-070 0-020 0.0% 124-010
Close 125-070 125-305 0-235 0.6% 125-070
Range 0-205 0-260 0-055 26.8% 2-015
ATR 0-254 0-255 0-000 0.2% 0-000
Volume 1,133,406 803,423 -329,983 -29.1% 5,745,138
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-055 127-280 126-128
R3 127-115 127-020 126-056
R2 126-175 126-175 126-033
R1 126-080 126-080 126-009 126-128
PP 125-235 125-235 125-235 125-259
S1 125-140 125-140 125-281 125-188
S2 124-295 124-295 125-257
S3 124-035 124-200 125-234
S4 123-095 123-260 125-162
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
5 126-025 124-090 1-255 1.4% 0-249 0.6% 93% False False 1,144,460
10 126-025 123-165 2-180 2.0% 0-236 0.6% 95% False False 1,149,056
20 126-025 122-300 3-045 2.5% 0-276 0.7% 96% False False 1,138,021
40 126-030 122-160 3-190 2.9% 0-246 0.6% 96% False False 622,478
60 126-030 120-170 5-180 4.4% 0-218 0.5% 97% False False 415,361
80 126-030 118-220 7-130 5.9% 0-185 0.5% 98% False False 311,537
100 126-030 116-070 9-280 7.8% 0-159 0.4% 99% False False 249,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-155
2.618 128-051
1.618 127-111
1.000 126-270
0.618 126-171
HIGH 126-010
0.618 125-231
0.500 125-200
0.382 125-169
LOW 125-070
0.618 124-229
1.000 124-130
1.618 123-289
2.618 123-029
4.250 121-245
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 125-270 125-269
PP 125-235 125-233
S1 125-200 125-198

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

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