ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 123-200 123-300 0-100 0.3% 123-245
High 124-015 124-220 0-205 0.5% 124-220
Low 123-160 123-250 0-090 0.2% 123-125
Close 123-285 124-185 0-220 0.6% 124-185
Range 0-175 0-290 0-115 65.7% 1-095
ATR 0-215 0-220 0-005 2.5% 0-000
Volume 923,612 1,229,062 305,450 33.1% 5,256,314
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-022 126-233 125-024
R3 126-052 125-263 124-265
R2 125-082 125-082 124-238
R1 124-293 124-293 124-212 125-028
PP 124-112 124-112 124-112 124-139
S1 124-003 124-003 124-158 124-058
S2 123-142 123-142 124-132
S3 122-172 123-033 124-105
S4 121-202 122-063 124-026
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-035 127-205 125-093
R3 126-260 126-110 124-299
R2 125-165 125-165 124-261
R1 125-015 125-015 124-223 125-090
PP 124-070 124-070 124-070 124-108
S1 123-240 123-240 124-147 123-315
S2 122-295 122-295 124-109
S3 121-200 122-145 124-071
S4 120-105 121-050 123-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-220 123-125 1-095 1.0% 0-211 0.5% 92% True False 1,051,262
10 124-220 122-065 2-155 2.0% 0-208 0.5% 96% True False 1,057,873
20 124-220 121-145 3-075 2.6% 0-218 0.5% 97% True False 1,045,554
40 124-220 119-235 4-305 4.0% 0-215 0.5% 98% True False 1,042,874
60 124-220 117-140 7-080 5.8% 0-241 0.6% 98% True False 904,014
80 124-220 114-260 9-280 7.9% 0-244 0.6% 99% True False 679,204
100 124-220 113-150 11-070 9.0% 0-213 0.5% 99% True False 543,548
120 124-220 113-150 11-070 9.0% 0-179 0.4% 99% True False 452,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 128-172
2.618 127-019
1.618 126-049
1.000 125-190
0.618 125-079
HIGH 124-220
0.618 124-109
0.500 124-075
0.382 124-041
LOW 123-250
0.618 123-071
1.000 122-280
1.618 122-101
2.618 121-131
4.250 119-298
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 124-148 124-133
PP 124-112 124-082
S1 124-075 124-030

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

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