ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 119-120 119-060 -0-060 -0.2% 120-060
High 119-250 119-060 -0-190 -0.5% 120-060
Low 119-120 119-060 -0-060 -0.2% 119-120
Close 119-210 119-060 -0-150 -0.4% 119-120
Range 0-130 0-000 -0-130 -100.0% 0-260
ATR
Volume 10 18 8 80.0% 40
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-060 119-060 119-060
R3 119-060 119-060 119-060
R2 119-060 119-060 119-060
R1 119-060 119-060 119-060 119-060
PP 119-060 119-060 119-060 119-060
S1 119-060 119-060 119-060 119-060
S2 119-060 119-060 119-060
S3 119-060 119-060 119-060
S4 119-060 119-060 119-060
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-027 121-173 119-263
R3 121-087 120-233 119-192
R2 120-147 120-147 119-168
R1 119-293 119-293 119-144 119-250
PP 119-207 119-207 119-207 119-185
S1 119-033 119-033 119-096 118-310
S2 118-267 118-267 119-072
S3 118-007 118-093 119-048
S4 117-067 117-153 118-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-290 119-060 0-230 0.6% 0-026 0.1% 0% False True 11
10 120-060 118-310 1-070 1.0% 0-038 0.1% 18% False False 12
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-060
2.618 119-060
1.618 119-060
1.000 119-060
0.618 119-060
HIGH 119-060
0.618 119-060
0.500 119-060
0.382 119-060
LOW 119-060
0.618 119-060
1.000 119-060
1.618 119-060
2.618 119-060
4.250 119-060
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 119-060 119-155
PP 119-060 119-123
S1 119-060 119-092

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

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