ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 123-075 123-245 0-170 0.4% 122-220
High 123-285 123-250 -0-035 -0.1% 123-285
Low 123-065 123-125 0-060 0.2% 122-065
Close 123-260 123-135 -0-125 -0.3% 123-260
Range 0-220 0-125 -0-095 -43.2% 1-220
ATR 0-222 0-216 -0-006 -2.8% 0-000
Volume 1,323,233 1,185,206 -138,027 -10.4% 5,322,421
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-225 124-145 123-204
R3 124-100 124-020 123-169
R2 123-295 123-295 123-158
R1 123-215 123-215 123-146 123-192
PP 123-170 123-170 123-170 123-159
S1 123-090 123-090 123-124 123-068
S2 123-045 123-045 123-112
S3 122-240 122-285 123-101
S4 122-115 122-160 123-066
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% 0-199 0.5% 72% False False 1,074,620
10 123-285 122-065 1-220 1.4% 0-201 0.5% 72% False False 1,040,647
20 123-285 121-145 2-140 2.0% 0-206 0.5% 81% False False 1,047,522
40 123-285 119-235 4-050 3.4% 0-216 0.5% 89% False False 1,053,621
60 123-285 117-060 6-225 5.4% 0-247 0.6% 93% False False 836,948
80 123-285 114-080 9-205 7.8% 0-236 0.6% 95% False False 628,337
100 123-285 113-150 10-135 8.4% 0-204 0.5% 96% False False 502,843
120 123-285 113-150 10-135 8.4% 0-171 0.4% 96% False False 419,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 125-141
2.618 124-257
1.618 124-132
1.000 124-055
0.618 124-007
HIGH 123-250
0.618 123-202
0.500 123-188
0.382 123-173
LOW 123-125
0.618 123-048
1.000 123-000
1.618 122-243
2.618 122-118
4.250 121-234
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 123-188 123-125
PP 123-170 123-115
S1 123-152 123-105

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

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