ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 126-060 125-210 -0-170 -0.4% 124-185
High 126-065 126-015 -0-050 -0.1% 125-235
Low 125-175 125-170 -0-005 0.0% 124-095
Close 125-215 125-195 -0-020 0.0% 125-185
Range 0-210 0-165 -0-045 -21.4% 1-140
ATR 0-210 0-206 -0-003 -1.5% 0-000
Volume 985,516 955,270 -30,246 -3.1% 5,006,919
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-088 126-307 125-286
R3 126-243 126-142 125-240
R2 126-078 126-078 125-225
R1 125-297 125-297 125-210 125-265
PP 125-233 125-233 125-233 125-218
S1 125-132 125-132 125-180 125-100
S2 125-068 125-068 125-165
S3 124-223 124-287 125-150
S4 124-058 124-122 125-104
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
5 126-080 125-060 1-020 0.8% 0-181 0.5% 40% False False 973,326
10 126-080 123-160 2-240 2.2% 0-195 0.5% 77% False False 1,007,451
20 126-080 122-065 4-015 3.2% 0-199 0.5% 84% False False 1,031,229
40 126-080 120-245 5-155 4.4% 0-205 0.5% 88% False False 1,052,086
60 126-080 118-260 7-140 5.9% 0-227 0.6% 91% False False 1,027,208
80 126-080 115-110 10-290 8.7% 0-247 0.6% 94% False False 778,077
100 126-080 113-150 12-250 10.2% 0-222 0.6% 95% False False 622,654
120 126-080 113-150 12-250 10.2% 0-191 0.5% 95% False False 518,988
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-076
2.618 127-127
1.618 126-282
1.000 126-180
0.618 126-117
HIGH 126-015
0.618 125-272
0.500 125-252
0.382 125-233
LOW 125-170
0.618 125-068
1.000 125-005
1.618 124-223
2.618 124-058
4.250 123-109
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 125-252 125-285
PP 125-233 125-255
S1 125-214 125-225

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

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