ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 123-030 123-175 0-145 0.4% 121-300
High 123-240 123-220 -0-020 -0.1% 123-135
Low 123-000 123-000 0-000 0.0% 121-145
Close 123-160 123-055 -0-105 -0.3% 123-065
Range 0-240 0-220 -0-020 -8.3% 1-310
ATR 0-227 0-227 -0-001 -0.2% 0-000
Volume 1,067,189 1,171,157 103,968 9.7% 5,296,217
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-112 124-303 123-176
R3 124-212 124-083 123-116
R2 123-312 123-312 123-095
R1 123-183 123-183 123-075 123-138
PP 123-092 123-092 123-092 123-069
S1 122-283 122-283 123-035 122-238
S2 122-192 122-192 123-015
S3 121-292 122-063 122-314
S4 121-072 121-163 122-254
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
5 123-240 122-175 1-065 1.0% 0-220 0.6% 52% False False 1,103,012
10 123-240 121-145 2-095 1.9% 0-220 0.6% 75% False False 1,051,269
20 123-240 121-035 2-205 2.1% 0-211 0.5% 78% False False 1,083,156
40 123-240 118-260 4-300 4.0% 0-238 0.6% 88% False False 1,044,256
60 123-240 115-210 8-030 6.6% 0-261 0.7% 93% False False 713,176
80 123-240 113-150 10-090 8.3% 0-230 0.6% 94% False False 535,139
100 123-240 113-150 10-090 8.3% 0-192 0.5% 94% False False 428,251
120 123-240 113-150 10-090 8.3% 0-160 0.4% 94% False False 356,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-195
2.618 125-156
1.618 124-256
1.000 124-120
0.618 124-036
HIGH 123-220
0.618 123-136
0.500 123-110
0.382 123-084
LOW 123-000
0.618 122-184
1.000 122-100
1.618 121-284
2.618 121-064
4.250 120-025
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 123-110 123-108
PP 123-092 123-090
S1 123-073 123-072

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

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