ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 122-290 123-075 0-105 0.3% 122-220
High 123-150 123-285 0-135 0.3% 123-285
Low 122-245 123-065 0-140 0.4% 122-065
Close 123-030 123-260 0-230 0.6% 123-260
Range 0-225 0-220 -0-005 -2.2% 1-220
ATR 0-219 0-222 0-003 1.2% 0-000
Volume 1,060,425 1,323,233 262,808 24.8% 5,322,421
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-223 125-142 124-061
R3 125-003 124-242 124-000
R2 124-103 124-103 123-300
R1 124-022 124-022 123-280 124-062
PP 123-203 123-203 123-203 123-224
S1 123-122 123-122 123-240 123-162
S2 122-303 122-303 123-220
S3 122-083 122-222 123-200
S4 121-183 122-002 123-139
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 128-117 127-248 124-237
R3 126-217 126-028 124-088
R2 124-317 124-317 124-039
R1 124-128 124-128 123-310 124-222
PP 123-097 123-097 123-097 123-144
S1 122-228 122-228 123-210 123-002
S2 121-197 121-197 123-161
S3 119-297 121-008 123-112
S4 118-077 119-108 122-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-285 122-065 1-220 1.4% 0-204 0.5% 95% True False 1,064,484
10 123-285 122-065 1-220 1.4% 0-204 0.5% 95% True False 1,035,856
20 123-285 121-145 2-140 2.0% 0-210 0.5% 97% True False 1,054,097
40 123-285 119-090 4-195 3.7% 0-225 0.6% 98% True False 1,053,350
60 123-285 117-060 6-225 5.4% 0-259 0.7% 99% True False 817,396
80 123-285 114-080 9-205 7.8% 0-236 0.6% 99% True False 613,526
100 123-285 113-150 10-135 8.4% 0-203 0.5% 99% True False 490,991
120 123-285 113-150 10-135 8.4% 0-170 0.4% 99% True False 409,171
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-260
2.618 125-221
1.618 125-001
1.000 124-185
0.618 124-101
HIGH 123-285
0.618 123-201
0.500 123-175
0.382 123-149
LOW 123-065
0.618 122-249
1.000 122-165
1.618 122-029
2.618 121-129
4.250 120-090
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 123-232 123-180
PP 123-203 123-100
S1 123-175 123-020

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

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