ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 123-290 124-060 0-090 0.2% 124-200
High 124-030 124-060 0-030 0.1% 125-000
Low 123-290 123-280 -0-010 0.0% 123-000
Close 124-060 123-240 -0-140 -0.4% 123-120
Range 0-060 0-100 0-040 66.7% 2-000
ATR 0-157 0-153 -0-004 -2.6% 0-000
Volume 7 10 3 42.9% 18
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-280 124-200 123-295
R3 124-180 124-100 123-268
R2 124-080 124-080 123-258
R1 124-000 124-000 123-249 123-310
PP 123-300 123-300 123-300 123-295
S1 123-220 123-220 123-231 123-210
S2 123-200 123-200 123-222
S3 123-100 123-120 123-212
S4 123-000 123-020 123-185
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-253 128-187 124-152
R3 127-253 126-187 123-296
R2 125-253 125-253 123-237
R1 124-187 124-187 123-179 124-060
PP 123-253 123-253 123-253 123-190
S1 122-187 122-187 123-061 122-060
S2 121-253 121-253 123-003
S3 119-253 120-187 122-264
S4 117-253 118-187 122-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-150 123-000 1-150 1.2% 0-106 0.3% 51% False False 5
10 125-040 123-000 2-040 1.7% 0-061 0.2% 35% False False 4
20 125-040 123-000 2-040 1.7% 0-032 0.1% 35% False False 2
40 125-040 120-020 5-020 4.1% 0-021 0.1% 73% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
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
4.250 125-165
2.618 125-002
1.618 124-222
1.000 124-160
0.618 124-122
HIGH 124-060
0.618 124-022
0.500 124-010
0.382 123-318
LOW 123-280
0.618 123-218
1.000 123-180
1.618 123-118
2.618 123-018
4.250 122-175
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 124-010 123-223
PP 123-300 123-207
S1 123-270 123-190

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

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