ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 125-210 125-220 0-010 0.0% 124-185
High 126-015 126-050 0-035 0.1% 125-235
Low 125-170 125-065 -0-105 -0.3% 124-095
Close 125-195 125-305 0-110 0.3% 125-185
Range 0-165 0-305 0-140 84.8% 1-140
ATR 0-206 0-213 0-007 3.4% 0-000
Volume 955,270 1,435,457 480,187 50.3% 5,006,919
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-202 128-078 126-153
R3 127-217 127-093 126-069
R2 126-232 126-232 126-041
R1 126-108 126-108 126-013 126-170
PP 125-247 125-247 125-247 125-278
S1 125-123 125-123 125-277 125-185
S2 124-262 124-262 125-249
S3 123-277 124-138 125-221
S4 122-292 123-153 125-137
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
5 126-080 125-065 1-015 0.8% 0-207 0.5% 72% False True 1,032,538
10 126-080 123-250 2-150 2.0% 0-208 0.5% 88% False False 1,058,635
20 126-080 122-065 4-015 3.2% 0-204 0.5% 93% False False 1,044,444
40 126-080 121-035 5-045 4.1% 0-207 0.5% 94% False False 1,063,800
60 126-080 118-260 7-140 5.9% 0-226 0.6% 96% False False 1,044,319
80 126-080 115-210 10-190 8.4% 0-247 0.6% 97% False False 795,993
100 126-080 113-150 12-250 10.1% 0-225 0.6% 98% False False 637,000
120 126-080 113-150 12-250 10.1% 0-194 0.5% 98% False False 530,950
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 0-044
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 130-066
2.618 128-208
1.618 127-223
1.000 127-035
0.618 126-238
HIGH 126-050
0.618 125-253
0.500 125-218
0.382 125-182
LOW 125-065
0.618 124-197
1.000 124-080
1.618 123-212
2.618 122-227
4.250 121-049
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 125-276 125-278
PP 125-247 125-252
S1 125-218 125-225

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

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