ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 122-310 122-170 -0-140 -0.4% 123-290
High 122-310 122-170 -0-140 -0.4% 124-060
Low 122-230 122-100 -0-130 -0.3% 122-230
Close 122-220 123-070 0-170 0.4% 122-220
Range 0-080 0-070 -0-010 -12.5% 1-150
ATR 0-150 0-148 -0-002 -1.4% 0-000
Volume 4 5 1 25.0% 351
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-110 123-160 123-108
R3 123-040 123-090 123-089
R2 122-290 122-290 123-083
R1 123-020 123-020 123-076 122-315
PP 122-220 122-220 122-220 122-208
S1 122-270 122-270 123-064 122-245
S2 122-150 122-150 123-057
S3 122-080 122-200 123-051
S4 122-010 122-130 123-032
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-193 126-197 123-158
R3 126-043 125-047 123-029
R2 124-213 124-213 122-306
R1 123-217 123-217 122-263 123-140
PP 123-063 123-063 123-063 123-025
S1 122-067 122-067 122-177 121-310
S2 121-233 121-233 122-134
S3 120-083 120-237 122-091
S4 118-253 119-087 121-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 122-100 1-280 1.5% 0-082 0.2% 48% False True 71
10 125-000 122-100 2-220 2.2% 0-078 0.2% 34% False True 37
20 125-040 122-100 2-260 2.3% 0-045 0.1% 32% False True 19
40 125-040 120-070 4-290 4.0% 0-027 0.1% 61% False False 11
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-148
2.618 123-033
1.618 122-283
1.000 122-240
0.618 122-213
HIGH 122-170
0.618 122-143
0.500 122-135
0.382 122-127
LOW 122-100
0.618 122-057
1.000 122-030
1.618 121-307
2.618 121-237
4.250 121-122
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 122-305 123-035
PP 122-220 123-000
S1 122-135 122-285

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

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