ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 125-155 125-245 0-090 0.2% 125-185
High 125-260 126-240 0-300 0.7% 126-080
Low 125-095 125-230 0-135 0.3% 125-065
Close 125-210 126-130 0-240 0.6% 125-170
Range 0-165 1-010 0-165 100.0% 1-015
ATR 0-213 0-223 0-010 4.6% 0-000
Volume 752,913 1,481,375 728,462 96.8% 5,293,179
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-123 128-297 126-312
R3 128-113 127-287 126-221
R2 127-103 127-103 126-190
R1 126-277 126-277 126-160 127-030
PP 126-093 126-093 126-093 126-130
S1 125-267 125-267 126-100 126-020
S2 125-083 125-083 126-070
S3 124-073 124-257 126-039
S4 123-063 123-247 125-268
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-257 128-068 126-034
R3 127-242 127-053 125-262
R2 126-227 126-227 125-231
R1 126-038 126-038 125-201 125-285
PP 125-212 125-212 125-212 125-175
S1 125-023 125-023 125-139 124-270
S2 124-197 124-197 125-109
S3 123-182 124-008 125-078
S4 122-167 122-313 124-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-240 125-065 1-175 1.2% 0-245 0.6% 78% True False 1,113,563
10 126-240 125-025 1-215 1.3% 0-216 0.5% 79% True False 1,077,571
20 126-240 122-075 4-165 3.6% 0-214 0.5% 92% True False 1,058,628
40 126-240 121-145 5-095 4.2% 0-209 0.5% 94% True False 1,056,030
60 126-240 118-260 7-300 6.3% 0-223 0.6% 96% True False 1,051,871
80 126-240 116-050 10-190 8.4% 0-248 0.6% 97% True False 835,637
100 126-240 113-150 13-090 10.5% 0-229 0.6% 97% True False 668,749
120 126-240 113-150 13-090 10.5% 0-200 0.5% 97% True False 557,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 131-042
2.618 129-144
1.618 128-134
1.000 127-250
0.618 127-124
HIGH 126-240
0.618 126-114
0.500 126-075
0.382 126-036
LOW 125-230
0.618 125-026
1.000 124-220
1.618 124-016
2.618 123-006
4.250 121-108
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 126-112 126-089
PP 126-093 126-048
S1 126-075 126-008

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

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