ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 123-140 124-005 0-185 0.5% 122-220
High 124-055 124-080 0-025 0.1% 123-285
Low 123-130 123-180 0-050 0.1% 122-065
Close 123-315 123-200 -0-115 -0.3% 123-260
Range 0-245 0-220 -0-025 -10.2% 1-220
ATR 0-218 0-218 0-000 0.1% 0-000
Volume 937,436 980,998 43,562 4.6% 5,322,421
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-280 125-140 124-001
R3 125-060 124-240 123-260
R2 124-160 124-160 123-240
R1 124-020 124-020 123-220 123-300
PP 123-260 123-260 123-260 123-240
S1 123-120 123-120 123-180 123-080
S2 123-040 123-040 123-160
S3 122-140 122-220 123-140
S4 121-240 122-000 123-079
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
5 124-080 122-245 1-155 1.2% 0-207 0.5% 58% True False 1,097,459
10 124-080 122-065 2-015 1.7% 0-204 0.5% 69% True False 1,055,007
20 124-080 121-145 2-255 2.3% 0-211 0.5% 78% True False 1,038,103
40 124-080 119-235 4-165 3.7% 0-217 0.5% 86% True False 1,042,104
60 124-080 117-140 6-260 5.5% 0-240 0.6% 91% True False 868,402
80 124-080 114-260 9-140 7.6% 0-240 0.6% 93% True False 652,309
100 124-080 113-150 10-250 8.7% 0-209 0.5% 94% True False 522,026
120 124-080 113-150 10-250 8.7% 0-175 0.4% 94% True False 435,034
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-055
2.618 126-016
1.618 125-116
1.000 124-300
0.618 124-216
HIGH 124-080
0.618 123-316
0.500 123-290
0.382 123-264
LOW 123-180
0.618 123-044
1.000 122-280
1.618 122-144
2.618 121-244
4.250 120-205
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 123-290 123-262
PP 123-260 123-242
S1 123-230 123-221

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

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