ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 120-240 121-050 0-130 0.3% 120-250
High 120-240 121-050 0-130 0.3% 121-050
Low 120-240 121-050 0-130 0.3% 120-250
Close 120-240 121-000 0-080 0.2% 120-190
Range
ATR 0-101 0-103 0-002 2.1% 0-000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 121-033 121-017 121-000
R3 121-033 121-017 121-000
R2 121-033 121-033 121-000
R1 121-017 121-017 121-000 121-025
PP 121-033 121-033 121-033 121-038
S1 121-017 121-017 121-000 121-025
S2 121-033 121-033 121-000
S3 121-033 121-017 121-000
S4 121-033 121-017 121-000
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 121-310 121-210 120-256
R3 121-190 121-090 120-223
R2 121-070 121-070 120-212
R1 120-290 120-290 120-201 120-280
PP 120-270 120-270 120-270 120-265
S1 120-170 120-170 120-179 120-160
S2 120-150 120-150 120-168
S3 120-030 120-050 120-157
S4 119-230 119-250 120-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-050 120-070 0-300 0.8% 0-000 0.0% 83% True False 3
10 121-050 120-070 0-300 0.8% 0-000 0.0% 83% True False 3
20 121-050 119-060 1-310 1.6% 0-006 0.0% 92% True False 6
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
4.250 121-050
2.618 121-050
1.618 121-050
1.000 121-050
0.618 121-050
HIGH 121-050
0.618 121-050
0.500 121-050
0.382 121-050
LOW 121-050
0.618 121-050
1.000 121-050
1.618 121-050
2.618 121-050
4.250 121-050
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 121-050 120-287
PP 121-033 120-253
S1 121-017 120-220

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

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