ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 123-030 123-030 0-000 0.0% 121-300
High 123-175 123-240 0-065 0.2% 123-135
Low 122-295 123-000 0-025 0.1% 121-145
Close 123-075 123-160 0-085 0.2% 123-065
Range 0-200 0-240 0-040 20.0% 1-310
ATR 0-226 0-227 0-001 0.4% 0-000
Volume 707,638 1,067,189 359,551 50.8% 5,296,217
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-213 125-107 123-292
R3 124-293 124-187 123-226
R2 124-053 124-053 123-204
R1 123-267 123-267 123-182 124-000
PP 123-133 123-133 123-133 123-160
S1 123-027 123-027 123-138 123-080
S2 122-213 122-213 123-116
S3 121-293 122-107 123-094
S4 121-053 121-187 123-028
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
5 123-240 121-300 1-260 1.5% 0-237 0.6% 86% True False 1,130,663
10 123-240 121-145 2-095 1.9% 0-218 0.6% 89% True False 1,021,199
20 123-240 120-245 2-315 2.4% 0-212 0.5% 92% True False 1,072,943
40 123-240 118-260 4-300 4.0% 0-241 0.6% 95% True False 1,025,197
60 123-240 115-110 8-130 6.8% 0-263 0.7% 97% True False 693,693
80 123-240 113-150 10-090 8.3% 0-228 0.6% 98% True False 520,511
100 123-240 113-150 10-090 8.3% 0-190 0.5% 98% True False 416,540
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-300
2.618 125-228
1.618 124-308
1.000 124-160
0.618 124-068
HIGH 123-240
0.618 123-148
0.500 123-120
0.382 123-092
LOW 123-000
0.618 122-172
1.000 122-080
1.618 121-252
2.618 121-012
4.250 119-260
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 123-147 123-142
PP 123-133 123-125
S1 123-120 123-108

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

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