ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 125-245 126-150 0-225 0.6% 125-185
High 126-240 126-280 0-040 0.1% 126-080
Low 125-230 125-260 0-030 0.1% 125-065
Close 126-130 125-295 -0-155 -0.4% 125-170
Range 1-010 1-020 0-010 3.0% 1-015
ATR 0-223 0-231 0-008 3.8% 0-000
Volume 1,481,375 1,823,856 342,481 23.1% 5,293,179
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-125 128-230 126-162
R3 128-105 127-210 126-068
R2 127-085 127-085 126-037
R1 126-190 126-190 126-006 126-128
PP 126-065 126-065 126-065 126-034
S1 125-170 125-170 125-264 125-108
S2 125-045 125-045 125-233
S3 124-025 124-150 125-202
S4 123-005 123-130 125-108
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
5 126-280 125-065 1-215 1.3% 0-280 0.7% 43% True False 1,287,281
10 126-280 125-060 1-220 1.3% 0-230 0.6% 44% True False 1,130,303
20 126-280 122-245 4-035 3.3% 0-219 0.5% 77% True False 1,099,910
40 126-280 121-145 5-135 4.3% 0-213 0.5% 82% True False 1,079,959
60 126-280 118-260 8-020 6.4% 0-224 0.6% 88% True False 1,067,167
80 126-280 116-100 10-180 8.4% 0-251 0.6% 91% True False 858,385
100 126-280 113-240 13-040 10.4% 0-231 0.6% 93% True False 686,986
120 126-280 113-150 13-130 10.6% 0-203 0.5% 93% True False 572,625
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 0-060
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 131-125
2.618 129-210
1.618 128-190
1.000 127-300
0.618 127-170
HIGH 126-280
0.618 126-150
0.500 126-110
0.382 126-070
LOW 125-260
0.618 125-050
1.000 124-240
1.618 124-030
2.618 123-010
4.250 121-095
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 126-110 126-028
PP 126-065 126-010
S1 126-020 125-312

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

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