ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 125-000 125-040 0-040 0.1% 124-160
High 125-000 125-040 0-040 0.1% 124-160
Low 125-000 125-020 0-020 0.1% 123-280
Close 124-290 124-140 -0-150 -0.4% 123-280
Range 0-000 0-020 0-020 0-200
ATR 0-134 0-130 -0-005 -3.4% 0-000
Volume 2 4 2 100.0% 5
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-020 124-260 124-151
R3 125-000 124-240 124-146
R2 124-300 124-300 124-144
R1 124-220 124-220 124-142 124-250
PP 124-280 124-280 124-280 124-295
S1 124-200 124-200 124-138 124-230
S2 124-260 124-260 124-136
S3 124-240 124-180 124-134
S4 124-220 124-160 124-129
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-307 125-173 124-070
R3 125-107 124-293 124-015
R2 124-227 124-227 123-317
R1 124-093 124-093 123-298 124-060
PP 124-027 124-027 124-027 124-010
S1 123-213 123-213 123-262 123-180
S2 123-147 123-147 123-243
S3 122-267 123-013 123-225
S4 122-067 122-133 123-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-040 123-210 1-150 1.2% 0-012 0.0% 53% True False 1
10 125-040 123-160 1-200 1.3% 0-006 0.0% 58% True False 1
20 125-040 121-050 3-310 3.2% 0-012 0.0% 83% True False 1
40 125-040 119-060 5-300 4.8% 0-012 0.0% 88% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-125
2.618 125-092
1.618 125-072
1.000 125-060
0.618 125-052
HIGH 125-040
0.618 125-032
0.500 125-030
0.382 125-028
LOW 125-020
0.618 125-008
1.000 125-000
1.618 124-308
2.618 124-288
4.250 124-255
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 125-030 124-135
PP 124-280 124-130
S1 124-210 124-125

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

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