ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 126-110 126-045 -0-065 -0.2% 124-055
High 126-140 126-135 -0-005 0.0% 126-025
Low 126-025 125-100 -0-245 -0.6% 124-010
Close 126-050 126-015 -0-035 -0.1% 125-070
Range 0-115 1-035 0-240 208.7% 2-015
ATR 0-244 0-252 0-008 3.3% 0-000
Volume 1,101,603 1,477,798 376,195 34.1% 5,745,138
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-082 128-243 126-210
R3 128-047 127-208 126-113
R2 127-012 127-012 126-080
R1 126-173 126-173 126-048 126-075
PP 125-297 125-297 125-297 125-248
S1 125-138 125-138 125-302 125-040
S2 124-262 124-262 125-270
S3 123-227 124-103 125-237
S4 122-192 123-068 125-140
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
5 126-155 125-050 1-105 1.1% 0-235 0.6% 67% False False 1,157,444
10 126-155 123-165 2-310 2.4% 0-236 0.6% 85% False False 1,153,154
20 126-155 122-300 3-175 2.8% 0-260 0.6% 88% False False 1,177,132
40 126-155 122-210 3-265 3.0% 0-250 0.6% 89% False False 718,502
60 126-155 120-170 5-305 4.7% 0-223 0.6% 93% False False 479,505
80 126-155 118-220 7-255 6.2% 0-190 0.5% 94% False False 359,665
100 126-155 116-070 10-085 8.1% 0-160 0.4% 96% False False 287,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-044
2.618 129-104
1.618 128-069
1.000 127-170
0.618 127-034
HIGH 126-135
0.618 125-319
0.500 125-278
0.382 125-236
LOW 125-100
0.618 124-201
1.000 124-065
1.618 123-166
2.618 122-131
4.250 120-191
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 125-316 125-319
PP 125-297 125-303
S1 125-278 125-288

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

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