ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 124-160 125-025 0-185 0.5% 123-245
High 125-070 125-215 0-145 0.4% 124-220
Low 124-095 125-025 0-250 0.6% 123-125
Close 124-315 125-195 0-200 0.5% 124-185
Range 0-295 0-190 -0-105 -35.6% 1-095
ATR 0-217 0-217 0-000 0.1% 0-000
Volume 1,188,910 1,296,534 107,624 9.1% 5,256,314
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-075 127-005 125-300
R3 126-205 126-135 125-247
R2 126-015 126-015 125-230
R1 125-265 125-265 125-212 125-300
PP 125-145 125-145 125-145 125-162
S1 125-075 125-075 125-178 125-110
S2 124-275 124-275 125-160
S3 124-085 124-205 125-143
S4 123-215 124-015 125-090
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
5 125-215 123-160 2-055 1.7% 0-209 0.5% 97% True False 1,041,576
10 125-215 122-245 2-290 2.3% 0-208 0.5% 98% True False 1,069,517
20 125-215 121-300 3-235 3.0% 0-213 0.5% 98% True False 1,070,563
40 125-215 119-240 5-295 4.7% 0-211 0.5% 99% True False 1,044,213
60 125-215 118-080 7-135 5.9% 0-238 0.6% 99% True False 953,913
80 125-215 115-000 10-215 8.5% 0-244 0.6% 99% True False 717,350
100 125-215 113-150 12-065 9.7% 0-218 0.5% 99% True False 574,093
120 125-215 113-150 12-065 9.7% 0-184 0.5% 99% True False 478,433
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
4.250 128-062
2.618 127-072
1.618 126-202
1.000 126-085
0.618 126-012
HIGH 125-215
0.618 125-142
0.500 125-120
0.382 125-098
LOW 125-025
0.618 124-228
1.000 124-155
1.618 124-038
2.618 123-168
4.250 122-178
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 125-170 125-128
PP 125-145 125-062
S1 125-120 124-315

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

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