ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 122-010 121-300 -0-030 -0.1% 122-115
High 122-055 122-110 0-055 0.1% 122-275
Low 121-270 121-285 0-015 0.0% 121-265
Close 121-295 122-035 0-060 0.2% 121-295
Range 0-105 0-145 0-040 38.1% 1-010
ATR 0-222 0-217 -0-006 -2.5% 0-000
Volume 1,133,187 674,825 -458,362 -40.4% 4,110,467
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-152 123-078 122-115
R3 123-007 122-253 122-075
R2 122-182 122-182 122-062
R1 122-108 122-108 122-048 122-145
PP 122-037 122-037 122-037 122-055
S1 121-283 121-283 122-022 122-000
S2 121-212 121-212 122-008
S3 121-067 121-138 121-315
S4 120-242 120-313 121-275
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-095 124-205 122-156
R3 124-085 123-195 122-066
R2 123-075 123-075 122-036
R1 122-185 122-185 122-005 122-125
PP 122-065 122-065 122-065 122-035
S1 121-175 121-175 121-265 121-115
S2 121-055 121-055 121-234
S3 120-045 120-165 121-204
S4 119-035 119-155 121-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-275 121-265 1-010 0.8% 0-164 0.4% 27% False False 957,058
10 123-010 121-160 1-170 1.3% 0-185 0.5% 40% False False 1,056,648
20 123-010 119-235 3-095 2.7% 0-206 0.5% 72% False False 1,015,670
40 123-010 118-000 5-010 4.1% 0-251 0.6% 82% False False 849,790
60 123-010 115-000 8-010 6.6% 0-253 0.6% 89% False False 568,318
80 123-010 113-150 9-180 7.8% 0-213 0.5% 90% False False 426,478
100 123-010 113-150 9-180 7.8% 0-172 0.4% 90% False False 341,205
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-086
2.618 123-170
1.618 123-025
1.000 122-255
0.618 122-200
HIGH 122-110
0.618 122-055
0.500 122-038
0.382 122-020
LOW 121-285
0.618 121-195
1.000 121-140
1.618 121-050
2.618 120-225
4.250 119-309
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 122-038 122-048
PP 122-037 122-043
S1 122-036 122-039

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

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