ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 122-185 123-120 0-255 0.7% 121-300
High 123-135 123-135 0-000 0.0% 123-135
Low 122-175 122-295 0-120 0.3% 121-145
Close 123-065 123-010 -0-055 -0.1% 123-065
Range 0-280 0-160 -0-120 -42.9% 1-310
ATR 0-233 0-228 -0-005 -2.2% 0-000
Volume 1,431,773 1,137,303 -294,470 -20.6% 5,296,217
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-200 124-105 123-098
R3 124-040 123-265 123-054
R2 123-200 123-200 123-039
R1 123-105 123-105 123-025 123-072
PP 123-040 123-040 123-040 123-024
S1 122-265 122-265 122-315 122-232
S2 122-200 122-200 122-301
S3 122-040 122-105 122-286
S4 121-200 121-265 122-242
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 128-192 127-278 124-092
R3 126-202 125-288 123-238
R2 124-212 124-212 123-180
R1 123-298 123-298 123-123 124-095
PP 122-222 122-222 122-222 122-280
S1 121-308 121-308 123-007 122-105
S2 120-232 120-232 122-270
S3 118-242 119-318 122-212
S4 116-252 118-008 122-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-135 121-145 1-310 1.6% 0-257 0.7% 80% True False 1,151,739
10 123-135 121-145 1-310 1.6% 0-210 0.5% 80% True False 1,054,398
20 123-135 119-240 3-215 3.0% 0-214 0.5% 89% True False 1,063,642
40 123-135 118-260 4-195 3.7% 0-244 0.6% 92% True False 988,719
60 123-135 115-000 8-135 6.8% 0-261 0.7% 95% True False 664,162
80 123-135 113-150 9-305 8.1% 0-224 0.6% 96% True False 498,454
100 123-135 113-150 9-305 8.1% 0-185 0.5% 96% True False 398,792
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-175
2.618 124-234
1.618 124-074
1.000 123-295
0.618 123-234
HIGH 123-135
0.618 123-074
0.500 123-055
0.382 123-036
LOW 122-295
0.618 122-196
1.000 122-135
1.618 122-036
2.618 121-196
4.250 120-255
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 123-055 122-292
PP 123-040 122-255
S1 123-025 122-218

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

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