ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 122-220 122-155 -0-065 -0.2% 121-195
High 123-010 122-250 -0-080 -0.2% 123-010
Low 122-135 122-040 -0-095 -0.2% 121-160
Close 122-195 122-100 -0-095 -0.2% 122-100
Range 0-195 0-210 0-015 7.7% 1-170
ATR 0-244 0-242 -0-002 -1.0% 0-000
Volume 1,143,229 1,316,706 173,477 15.2% 5,781,191
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-120 124-000 122-216
R3 123-230 123-110 122-158
R2 123-020 123-020 122-138
R1 122-220 122-220 122-119 122-175
PP 122-130 122-130 122-130 122-108
S1 122-010 122-010 122-081 121-285
S2 121-240 121-240 122-062
S3 121-030 121-120 122-042
S4 120-140 120-230 121-304
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 126-280 126-040 123-050
R3 125-110 124-190 122-235
R2 123-260 123-260 122-190
R1 123-020 123-020 122-145 123-140
PP 122-090 122-090 122-090 122-150
S1 121-170 121-170 122-055 121-290
S2 120-240 120-240 122-010
S3 119-070 120-000 121-285
S4 117-220 118-150 121-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-010 121-160 1-170 1.3% 0-206 0.5% 53% False False 1,156,238
10 123-010 119-240 3-090 2.7% 0-218 0.6% 78% False False 1,072,885
20 123-010 119-235 3-095 2.7% 0-226 0.6% 78% False False 1,059,719
40 123-010 117-060 5-270 4.8% 0-267 0.7% 88% False False 731,662
60 123-010 114-080 8-250 7.2% 0-246 0.6% 92% False False 488,609
80 123-010 113-150 9-180 7.8% 0-204 0.5% 92% False False 366,673
100 123-010 113-150 9-180 7.8% 0-164 0.4% 92% False False 293,352
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-182
2.618 124-160
1.618 123-270
1.000 123-140
0.618 123-060
HIGH 122-250
0.618 122-170
0.500 122-145
0.382 122-120
LOW 122-040
0.618 121-230
1.000 121-150
1.618 121-020
2.618 120-130
4.250 119-108
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 122-145 122-185
PP 122-130 122-157
S1 122-115 122-128

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

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