ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 124-005 123-200 -0-125 -0.3% 122-220
High 124-080 124-015 -0-065 -0.2% 123-285
Low 123-180 123-160 -0-020 -0.1% 122-065
Close 123-200 123-285 0-085 0.2% 123-260
Range 0-220 0-175 -0-045 -20.5% 1-220
ATR 0-218 0-215 -0-003 -1.4% 0-000
Volume 980,998 923,612 -57,386 -5.8% 5,322,421
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-145 125-070 124-061
R3 124-290 124-215 124-013
R2 124-115 124-115 123-317
R1 124-040 124-040 123-301 124-078
PP 123-260 123-260 123-260 123-279
S1 123-185 123-185 123-269 123-222
S2 123-085 123-085 123-253
S3 122-230 123-010 123-237
S4 122-055 122-155 123-189
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
5 124-080 123-065 1-015 0.8% 0-197 0.5% 66% False False 1,070,097
10 124-080 122-065 2-015 1.7% 0-199 0.5% 82% False False 1,030,253
20 124-080 121-145 2-255 2.3% 0-209 0.5% 87% False False 1,040,761
40 124-080 119-235 4-165 3.6% 0-217 0.5% 92% False False 1,038,131
60 124-080 117-140 6-260 5.5% 0-239 0.6% 95% False False 883,643
80 124-080 114-260 9-140 7.6% 0-242 0.6% 96% False False 663,848
100 124-080 113-150 10-250 8.7% 0-211 0.5% 97% False False 531,260
120 124-080 113-150 10-250 8.7% 0-176 0.4% 97% False False 442,731
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-119
2.618 125-153
1.618 124-298
1.000 124-190
0.618 124-123
HIGH 124-015
0.618 123-268
0.500 123-248
0.382 123-227
LOW 123-160
0.618 123-052
1.000 122-305
1.618 122-197
2.618 122-022
4.250 121-056
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 123-272 123-278
PP 123-260 123-272
S1 123-248 123-265

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

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