ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 120-250 121-040 0-110 0.3% 119-120
High 120-250 121-040 0-110 0.3% 120-300
Low 120-250 121-040 0-110 0.3% 119-060
Close 120-250 121-040 0-110 0.3% 120-300
Range
ATR 0-109 0-109 0-000 0.1% 0-000
Volume 3 3 0 0.0% 52
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 121-040 121-040 121-040
R3 121-040 121-040 121-040
R2 121-040 121-040 121-040
R1 121-040 121-040 121-040 121-040
PP 121-040 121-040 121-040 121-040
S1 121-040 121-040 121-040 121-040
S2 121-040 121-040 121-040
S3 121-040 121-040 121-040
S4 121-040 121-040 121-040
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-193 125-007 121-288
R3 123-273 123-087 121-134
R2 122-033 122-033 121-083
R1 121-167 121-167 121-031 121-260
PP 120-113 120-113 120-113 120-160
S1 119-247 119-247 120-249 120-020
S2 118-193 118-193 120-197
S3 116-273 118-007 120-146
S4 115-033 116-087 119-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 120-020 1-020 0.9% 0-000 0.0% 100% True False 6
10 121-040 119-060 1-300 1.6% 0-013 0.0% 100% True False 8
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 121-040
2.618 121-040
1.618 121-040
1.000 121-040
0.618 121-040
HIGH 121-040
0.618 121-040
0.500 121-040
0.382 121-040
LOW 121-040
0.618 121-040
1.000 121-040
1.618 121-040
2.618 121-040
4.250 121-040
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 121-040 121-022
PP 121-040 121-003
S1 121-040 120-305

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

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