ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 123-140 123-150 0-010 0.0% 122-170
High 123-140 123-210 0-070 0.2% 123-240
Low 123-140 123-090 -0-050 -0.1% 122-100
Close 123-140 123-230 0-090 0.2% 123-140
Range 0-000 0-120 0-120 1-140
ATR 0-144 0-142 -0-002 -1.2% 0-000
Volume 7 7 0 0.0% 19
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-217 124-183 123-296
R3 124-097 124-063 123-263
R2 123-297 123-297 123-252
R1 123-263 123-263 123-241 123-280
PP 123-177 123-177 123-177 123-185
S1 123-143 123-143 123-219 123-160
S2 123-057 123-057 123-208
S3 122-257 123-023 123-197
S4 122-137 122-223 123-164
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
5 123-240 123-010 0-230 0.6% 0-078 0.2% 96% False False 4
10 124-060 122-100 1-280 1.5% 0-080 0.2% 75% False False 37
20 125-040 122-100 2-260 2.3% 0-064 0.2% 50% False False 20
40 125-040 120-070 4-290 4.0% 0-037 0.1% 71% False False 11
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 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-080
2.618 124-204
1.618 124-084
1.000 124-010
0.618 123-284
HIGH 123-210
0.618 123-164
0.500 123-150
0.382 123-136
LOW 123-090
0.618 123-016
1.000 122-290
1.618 122-216
2.618 122-096
4.250 121-220
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 123-203 123-190
PP 123-177 123-150
S1 123-150 123-110

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

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