ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 124-185 124-160 -0-025 -0.1% 123-245
High 124-240 125-070 0-150 0.4% 124-220
Low 124-145 124-095 -0-050 -0.1% 123-125
Close 124-165 124-315 0-150 0.4% 124-185
Range 0-095 0-295 0-200 210.5% 1-095
ATR 0-211 0-217 0-006 2.8% 0-000
Volume 569,763 1,188,910 619,147 108.7% 5,256,314
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-192 127-068 125-157
R3 126-217 126-093 125-076
R2 125-242 125-242 125-049
R1 125-118 125-118 125-022 125-180
PP 124-267 124-267 124-267 124-298
S1 124-143 124-143 124-288 124-205
S2 123-292 123-292 124-261
S3 122-317 123-168 124-234
S4 122-022 122-193 124-153
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
5 125-070 123-160 1-230 1.4% 0-215 0.5% 86% True False 978,469
10 125-070 122-075 2-315 2.4% 0-212 0.5% 92% True False 1,039,685
20 125-070 121-145 3-245 3.0% 0-218 0.5% 94% True False 1,059,864
40 125-070 119-240 5-150 4.4% 0-213 0.5% 96% True False 1,033,253
60 125-070 118-080 6-310 5.6% 0-239 0.6% 97% True False 932,688
80 125-070 115-000 10-070 8.2% 0-244 0.6% 98% True False 701,160
100 125-070 113-150 11-240 9.4% 0-216 0.5% 98% True False 561,130
120 125-070 113-150 11-240 9.4% 0-182 0.5% 98% True False 467,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 129-044
2.618 127-202
1.618 126-227
1.000 126-045
0.618 125-252
HIGH 125-070
0.618 124-277
0.500 124-242
0.382 124-208
LOW 124-095
0.618 123-233
1.000 123-120
1.618 122-258
2.618 121-283
4.250 120-121
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 124-291 124-263
PP 124-267 124-212
S1 124-242 124-160

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

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