ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 123-160 123-240 0-080 0.2% 122-300
High 123-160 123-240 0-080 0.2% 123-250
Low 123-160 123-240 0-080 0.2% 122-300
Close 123-160 123-260 0-100 0.3% 123-260
Range
ATR 0-137 0-133 -0-004 -3.0% 0-000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-247 123-253 123-260
R3 123-247 123-253 123-260
R2 123-247 123-247 123-260
R1 123-253 123-253 123-260 123-250
PP 123-247 123-247 123-247 123-245
S1 123-253 123-253 123-260 123-250
S2 123-247 123-247 123-260
S3 123-247 123-253 123-260
S4 123-247 123-253 123-260
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-013 125-247 124-088
R3 125-063 124-297 124-014
R2 124-113 124-113 123-310
R1 124-027 124-027 123-285 124-070
PP 123-163 123-163 123-163 123-185
S1 123-077 123-077 123-235 123-120
S2 122-213 122-213 123-210
S3 121-263 122-127 123-186
S4 120-313 121-177 123-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 122-300 0-270 0.7% 0-000 0.0% 104% False False 2
10 123-250 121-110 2-140 2.0% 0-019 0.0% 101% False False 2
20 123-250 120-070 3-180 2.9% 0-010 0.0% 101% False 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
4.250 123-240
2.618 123-240
1.618 123-240
1.000 123-240
0.618 123-240
HIGH 123-240
0.618 123-240
0.500 123-240
0.382 123-240
LOW 123-240
0.618 123-240
1.000 123-240
1.618 123-240
2.618 123-240
4.250 123-240
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 123-253 123-242
PP 123-247 123-223
S1 123-240 123-205

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

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