ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 125-290 126-020 0-050 0.1% 124-220
High 126-060 126-270 0-210 0.5% 125-270
Low 125-290 126-020 0-050 0.1% 124-220
Close 126-020 126-170 0-150 0.4% 125-160
Range 0-090 0-250 0-160 177.8% 1-050
ATR 0-161 0-167 0-006 4.0% 0-000
Volume 131 52 -79 -60.3% 2,046
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-263 128-147 126-308
R3 128-013 127-217 126-239
R2 127-083 127-083 126-216
R1 126-287 126-287 126-193 127-025
PP 126-153 126-153 126-153 126-182
S1 126-037 126-037 126-147 126-095
S2 125-223 125-223 126-124
S3 124-293 125-107 126-101
S4 124-043 124-177 126-032
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-260 128-100 126-044
R3 127-210 127-050 125-262
R2 126-160 126-160 125-228
R1 126-000 126-000 125-194 126-080
PP 125-110 125-110 125-110 125-150
S1 124-270 124-270 125-126 125-030
S2 124-060 124-060 125-092
S3 123-010 123-220 125-058
S4 121-280 122-170 124-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-270 124-250 2-020 1.6% 0-160 0.4% 85% True False 135
10 126-270 124-190 2-080 1.8% 0-153 0.4% 86% True False 257
20 126-270 122-100 4-170 3.6% 0-140 0.3% 93% True False 150
40 126-270 122-100 4-170 3.6% 0-086 0.2% 93% True False 76
60 126-270 120-020 6-250 5.4% 0-060 0.1% 95% True False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-052
2.618 128-284
1.618 128-034
1.000 127-200
0.618 127-104
HIGH 126-270
0.618 126-174
0.500 126-145
0.382 126-116
LOW 126-020
0.618 125-186
1.000 125-090
1.618 124-256
2.618 124-006
4.250 122-238
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 126-162 126-142
PP 126-153 126-113
S1 126-145 126-085

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

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