ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 122-100 122-290 0-190 0.5% 123-120
High 122-300 123-150 0-170 0.4% 123-240
Low 122-075 122-245 0-170 0.4% 122-205
Close 122-275 123-030 0-075 0.2% 122-215
Range 0-225 0-225 0-000 0.0% 1-035
ATR 0-219 0-219 0-000 0.2% 0-000
Volume 998,211 1,060,425 62,214 6.2% 5,036,146
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-070 124-275 123-154
R3 124-165 124-050 123-092
R2 123-260 123-260 123-071
R1 123-145 123-145 123-051 123-202
PP 123-035 123-035 123-035 123-064
S1 122-240 122-240 123-009 122-298
S2 122-130 122-130 122-309
S3 121-225 122-015 122-288
S4 121-000 121-110 122-226
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
5 123-150 122-065 1-085 1.0% 0-201 0.5% 70% True False 990,409
10 123-240 122-065 1-175 1.3% 0-210 0.5% 58% False False 1,046,710
20 123-240 121-145 2-095 1.9% 0-209 0.5% 71% False False 1,045,097
40 123-240 118-260 4-300 4.0% 0-226 0.6% 87% False False 1,046,430
60 123-240 116-260 6-300 5.6% 0-262 0.7% 91% False False 795,526
80 123-240 113-300 9-260 8.0% 0-236 0.6% 93% False False 596,987
100 123-240 113-150 10-090 8.4% 0-201 0.5% 94% False False 477,772
120 123-240 113-150 10-090 8.4% 0-168 0.4% 94% False False 398,144
Crabel Price Patterns
NR False
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 0-035
Fibonacci Retracements and Extensions
4.250 126-146
2.618 125-099
1.618 124-194
1.000 124-055
0.618 123-289
HIGH 123-150
0.618 123-064
0.500 123-038
0.382 123-011
LOW 122-245
0.618 122-106
1.000 122-020
1.618 121-201
2.618 120-296
4.250 119-249
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 123-038 123-002
PP 123-035 122-295
S1 123-032 122-268

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

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