ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 123-120 123-030 -0-090 -0.2% 121-300
High 123-135 123-175 0-040 0.1% 123-135
Low 122-295 122-295 0-000 0.0% 121-145
Close 123-010 123-075 0-065 0.2% 123-065
Range 0-160 0-200 0-040 25.0% 1-310
ATR 0-228 0-226 -0-002 -0.9% 0-000
Volume 1,137,303 707,638 -429,665 -37.8% 5,296,217
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-035 124-255 123-185
R3 124-155 124-055 123-130
R2 123-275 123-275 123-112
R1 123-175 123-175 123-093 123-225
PP 123-075 123-075 123-075 123-100
S1 122-295 122-295 123-057 123-025
S2 122-195 122-195 123-038
S3 121-315 122-095 123-020
S4 121-115 121-215 122-285
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
5 123-175 121-145 2-030 1.7% 0-244 0.6% 85% True False 1,133,735
10 123-175 121-145 2-030 1.7% 0-210 0.5% 85% True False 1,009,423
20 123-175 120-025 3-150 2.8% 0-214 0.5% 91% True False 1,065,823
40 123-175 118-260 4-235 3.8% 0-240 0.6% 93% True False 1,003,336
60 123-175 115-000 8-175 6.9% 0-261 0.7% 96% True False 675,922
80 123-175 113-150 10-025 8.2% 0-226 0.6% 97% True False 507,204
100 123-175 113-150 10-025 8.2% 0-187 0.5% 97% True False 405,868
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-065
2.618 125-059
1.618 124-179
1.000 124-055
0.618 123-299
HIGH 123-175
0.618 123-099
0.500 123-075
0.382 123-051
LOW 122-295
0.618 122-171
1.000 122-095
1.618 121-291
2.618 121-091
4.250 120-085
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 123-075 123-055
PP 123-075 123-035
S1 123-075 123-015

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

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