ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 125-185 126-060 0-195 0.5% 124-185
High 126-080 126-065 -0-015 0.0% 125-235
Low 125-175 125-175 0-000 0.0% 124-095
Close 126-065 125-215 -0-170 -0.4% 125-185
Range 0-225 0-210 -0-015 -6.7% 1-140
ATR 0-210 0-210 0-000 0.0% 0-000
Volume 974,132 985,516 11,384 1.2% 5,006,919
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-248 127-122 126-010
R3 127-038 126-232 125-273
R2 126-148 126-148 125-254
R1 126-022 126-022 125-234 125-300
PP 125-258 125-258 125-258 125-238
S1 125-132 125-132 125-196 125-090
S2 125-048 125-048 125-176
S3 124-158 124-242 125-157
S4 123-268 124-032 125-100
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-165 128-315 126-118
R3 128-025 127-175 125-312
R2 126-205 126-205 125-269
R1 126-035 126-035 125-227 126-120
PP 125-065 125-065 125-065 125-108
S1 124-215 124-215 125-143 124-300
S2 123-245 123-245 125-101
S3 122-105 123-075 125-058
S4 120-285 121-255 124-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-080 125-025 1-055 0.9% 0-186 0.5% 51% False False 1,041,578
10 126-080 123-160 2-240 2.2% 0-200 0.5% 79% False False 1,010,023
20 126-080 122-065 4-015 3.2% 0-203 0.5% 86% False False 1,036,825
40 126-080 120-025 6-055 4.9% 0-209 0.5% 91% False False 1,051,324
60 126-080 118-260 7-140 5.9% 0-227 0.6% 92% False False 1,014,499
80 126-080 115-000 11-080 9.0% 0-247 0.6% 95% False False 766,148
100 126-080 113-150 12-250 10.2% 0-221 0.5% 95% False False 613,128
120 126-080 113-150 12-250 10.2% 0-190 0.5% 95% False False 511,027
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-318
2.618 127-295
1.618 127-085
1.000 126-275
0.618 126-195
HIGH 126-065
0.618 125-305
0.500 125-280
0.382 125-255
LOW 125-175
0.618 125-045
1.000 124-285
1.618 124-155
2.618 123-265
4.250 122-242
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 125-280 125-238
PP 125-258 125-230
S1 125-237 125-222

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

View Archives - Comment on this page... - Back to Index of Symbols