ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 123-040 123-250 0-210 0.5% 121-110
High 123-040 123-250 0-210 0.5% 122-200
Low 123-040 123-250 0-210 0.5% 121-110
Close 123-030 123-250 0-220 0.6% 122-200
Range
ATR 0-135 0-141 0-006 4.5% 0-000
Volume 1 2 1 100.0% 11
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-250 123-250 123-250
R3 123-250 123-250 123-250
R2 123-250 123-250 123-250
R1 123-250 123-250 123-250 123-250
PP 123-250 123-250 123-250 123-250
S1 123-250 123-250 123-250 123-250
S2 123-250 123-250 123-250
S3 123-250 123-250 123-250
S4 123-250 123-250 123-250
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-013 125-197 123-106
R3 124-243 124-107 122-313
R2 123-153 123-153 122-275
R1 123-017 123-017 122-238 123-085
PP 122-063 122-063 122-063 122-098
S1 121-247 121-247 122-162 121-315
S2 120-293 120-293 122-125
S3 119-203 120-157 122-087
S4 118-113 119-067 121-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 121-220 2-030 1.7% 0-038 0.1% 100% True False 3
10 123-250 121-050 2-200 2.1% 0-019 0.0% 100% True False 2
20 123-250 120-070 3-180 2.9% 0-010 0.0% 100% True False 2
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 0-007
Fibonacci Retracements and Extensions
4.250 123-250
2.618 123-250
1.618 123-250
1.000 123-250
0.618 123-250
HIGH 123-250
0.618 123-250
0.500 123-250
0.382 123-250
LOW 123-250
0.618 123-250
1.000 123-250
1.618 123-250
2.618 123-250
4.250 123-250
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 123-250 123-205
PP 123-250 123-160
S1 123-250 123-115

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

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