ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 124-060 123-150 -0-230 -0.6% 124-200
High 124-060 123-150 -0-230 -0.6% 125-000
Low 123-280 123-050 -0-230 -0.6% 123-000
Close 123-240 122-300 -0-260 -0.7% 123-120
Range 0-100 0-100 0-000 0.0% 2-000
ATR 0-153 0-156 0-003 1.7% 0-000
Volume 10 330 320 3,200.0% 18
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-040 123-270 123-035
R3 123-260 123-170 123-008
R2 123-160 123-160 122-318
R1 123-070 123-070 122-309 123-065
PP 123-060 123-060 123-060 123-058
S1 122-290 122-290 122-291 122-285
S2 122-280 122-280 122-282
S3 122-180 122-190 122-272
S4 122-080 122-090 122-245
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
5 124-060 123-000 1-060 1.0% 0-126 0.3% -5% False False 71
10 125-000 123-000 2-000 1.6% 0-069 0.2% -3% False False 37
20 125-040 123-000 2-040 1.7% 0-038 0.1% -3% False False 19
40 125-040 120-070 4-290 4.0% 0-024 0.1% 55% False False 10
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
4.250 124-255
2.618 124-092
1.618 123-312
1.000 123-250
0.618 123-212
HIGH 123-150
0.618 123-112
0.500 123-100
0.382 123-088
LOW 123-050
0.618 122-308
1.000 122-270
1.618 122-208
2.618 122-108
4.250 121-265
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 123-100 123-215
PP 123-060 123-137
S1 123-020 123-058

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

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