ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 122-235 122-115 -0-120 -0.3% 121-195
High 122-275 122-150 -0-125 -0.3% 123-010
Low 122-110 121-265 -0-165 -0.4% 121-160
Close 122-140 122-050 -0-090 -0.2% 122-100
Range 0-165 0-205 0-040 24.2% 1-170
ATR 0-233 0-231 -0-002 -0.9% 0-000
Volume 949,430 870,461 -78,969 -8.3% 5,781,191
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-023 123-242 122-163
R3 123-138 123-037 122-106
R2 122-253 122-253 122-088
R1 122-152 122-152 122-069 122-100
PP 122-048 122-048 122-048 122-022
S1 121-267 121-267 122-031 121-215
S2 121-163 121-163 122-012
S3 120-278 121-062 121-314
S4 120-073 120-177 121-257
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
5 123-010 121-265 1-065 1.0% 0-195 0.5% 27% False True 1,087,443
10 123-010 121-035 1-295 1.6% 0-202 0.5% 54% False False 1,115,044
20 123-010 119-235 3-095 2.7% 0-225 0.6% 73% False False 1,035,501
40 123-010 117-140 5-190 4.6% 0-254 0.6% 84% False False 805,084
60 123-010 114-260 8-070 6.7% 0-252 0.6% 89% False False 538,211
80 123-010 113-150 9-180 7.8% 0-211 0.5% 91% False False 403,884
100 123-010 113-150 9-180 7.8% 0-170 0.4% 91% False False 323,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-061
2.618 124-047
1.618 123-162
1.000 123-035
0.618 122-277
HIGH 122-150
0.618 122-072
0.500 122-048
0.382 122-023
LOW 121-265
0.618 121-138
1.000 121-060
1.618 120-253
2.618 120-048
4.250 119-034
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 122-049 122-110
PP 122-048 122-090
S1 122-048 122-070

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

View Archives - Comment on this page... - Back to Index of Symbols