ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 123-175 123-045 -0-130 -0.3% 123-120
High 123-220 123-090 -0-130 -0.3% 123-240
Low 123-000 122-205 -0-115 -0.3% 122-205
Close 123-055 122-215 -0-160 -0.4% 122-215
Range 0-220 0-205 -0-015 -6.8% 1-035
ATR 0-227 0-225 -0-002 -0.7% 0-000
Volume 1,171,157 952,859 -218,298 -18.6% 5,036,146
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-252 124-118 123-008
R3 124-047 123-233 122-271
R2 123-162 123-162 122-253
R1 123-028 123-028 122-234 122-312
PP 122-277 122-277 122-277 122-259
S1 122-143 122-143 122-196 122-108
S2 122-072 122-072 122-177
S3 121-187 121-258 122-159
S4 120-302 121-053 122-102
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 126-112 125-198 123-090
R3 125-077 124-163 122-313
R2 124-042 124-042 122-280
R1 123-128 123-128 122-248 123-068
PP 123-007 123-007 123-007 122-296
S1 122-093 122-093 122-182 122-032
S2 121-292 121-292 122-150
S3 120-257 121-058 122-117
S4 119-222 120-023 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 122-205 1-035 0.9% 0-205 0.5% 3% False True 1,007,229
10 123-240 121-145 2-095 1.9% 0-230 0.6% 53% False False 1,033,236
20 123-240 121-035 2-205 2.2% 0-211 0.5% 59% False False 1,074,039
40 123-240 118-260 4-300 4.0% 0-235 0.6% 78% False False 1,051,636
60 123-240 115-210 8-030 6.6% 0-260 0.7% 87% False False 729,031
80 123-240 113-150 10-090 8.4% 0-230 0.6% 90% False False 547,036
100 123-240 113-150 10-090 8.4% 0-194 0.5% 90% False False 437,780
120 123-240 113-150 10-090 8.4% 0-162 0.4% 90% False False 364,817
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-001
2.618 124-307
1.618 124-102
1.000 123-295
0.618 123-217
HIGH 123-090
0.618 123-012
0.500 122-308
0.382 122-283
LOW 122-205
0.618 122-078
1.000 122-000
1.618 121-193
2.618 120-308
4.250 119-294
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 122-308 123-062
PP 122-277 123-007
S1 122-246 122-271

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

View Archives - Comment on this page... - Back to Index of Symbols