ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 122-115 122-235 0-120 0.3% 121-195
High 122-265 122-275 0-010 0.0% 123-010
Low 122-065 122-110 0-045 0.1% 121-160
Close 122-235 122-140 -0-095 -0.2% 122-100
Range 0-200 0-165 -0-035 -17.5% 1-170
ATR 0-239 0-233 -0-005 -2.2% 0-000
Volume 1,157,389 949,430 -207,959 -18.0% 5,781,191
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-030 123-250 122-231
R3 123-185 123-085 122-185
R2 123-020 123-020 122-170
R1 122-240 122-240 122-155 122-208
PP 122-175 122-175 122-175 122-159
S1 122-075 122-075 122-125 122-042
S2 122-010 122-010 122-110
S3 121-165 121-230 122-095
S4 121-000 121-065 122-049
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
5 123-010 122-040 0-290 0.7% 0-192 0.5% 34% False False 1,185,077
10 123-010 120-245 2-085 1.9% 0-205 0.5% 74% False False 1,124,687
20 123-010 119-235 3-095 2.7% 0-224 0.6% 82% False False 1,046,104
40 123-010 117-140 5-190 4.6% 0-255 0.7% 89% False False 783,551
60 123-010 114-260 8-070 6.7% 0-250 0.6% 93% False False 523,710
80 123-010 113-150 9-180 7.8% 0-208 0.5% 94% False False 393,007
100 123-010 113-150 9-180 7.8% 0-168 0.4% 94% False False 314,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 125-016
2.618 124-067
1.618 123-222
1.000 123-120
0.618 123-057
HIGH 122-275
0.618 122-212
0.500 122-192
0.382 122-173
LOW 122-110
0.618 122-008
1.000 121-265
1.618 121-163
2.618 120-318
4.250 120-049
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 122-192 122-158
PP 122-175 122-152
S1 122-158 122-146

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

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