ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 123-190 123-140 -0-050 -0.1% 122-170
High 123-190 123-140 -0-050 -0.1% 123-240
Low 123-010 123-140 0-130 0.3% 122-100
Close 123-070 123-140 0-070 0.2% 123-140
Range 0-180 0-000 -0-180 -100.0% 1-140
ATR 0-149 0-144 -0-006 -3.8% 0-000
Volume 2 7 5 250.0% 19
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-140 123-140 123-140
R3 123-140 123-140 123-140
R2 123-140 123-140 123-140
R1 123-140 123-140 123-140 123-140
PP 123-140 123-140 123-140 123-140
S1 123-140 123-140 123-140 123-140
S2 123-140 123-140 123-140
S3 123-140 123-140 123-140
S4 123-140 123-140 123-140
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-153 126-287 124-073
R3 126-013 125-147 123-266
R2 124-193 124-193 123-224
R1 124-007 124-007 123-182 124-100
PP 123-053 123-053 123-053 123-100
S1 122-187 122-187 123-098 122-280
S2 121-233 121-233 123-056
S3 120-093 121-047 123-014
S4 118-273 119-227 122-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 122-100 1-140 1.2% 0-068 0.2% 78% False False 3
10 124-060 122-100 1-280 1.5% 0-097 0.2% 60% False False 37
20 125-040 122-100 2-260 2.3% 0-058 0.1% 40% False False 20
40 125-040 120-070 4-290 4.0% 0-034 0.1% 66% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-140
2.618 123-140
1.618 123-140
1.000 123-140
0.618 123-140
HIGH 123-140
0.618 123-140
0.500 123-140
0.382 123-140
LOW 123-140
0.618 123-140
1.000 123-140
1.618 123-140
2.618 123-140
4.250 123-140
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 123-140 123-132
PP 123-140 123-123
S1 123-140 123-115

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

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