ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 126-150 126-015 -0-135 -0.3% 125-185
High 126-280 126-110 -0-170 -0.4% 126-080
Low 125-260 125-280 0-020 0.0% 125-065
Close 125-295 126-070 0-095 0.2% 125-170
Range 1-020 0-150 -0-190 -55.9% 1-015
ATR 0-231 0-225 -0-006 -2.5% 0-000
Volume 1,823,856 1,578,195 -245,661 -13.5% 5,293,179
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-177 127-113 126-152
R3 127-027 126-283 126-111
R2 126-197 126-197 126-098
R1 126-133 126-133 126-084 126-165
PP 126-047 126-047 126-047 126-062
S1 125-303 125-303 126-056 126-015
S2 125-217 125-217 126-042
S3 125-067 125-153 126-029
S4 124-237 125-003 125-308
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
5 126-280 125-095 1-185 1.3% 0-249 0.6% 58% False False 1,315,828
10 126-280 125-065 1-215 1.3% 0-228 0.6% 61% False False 1,174,183
20 126-280 123-065 3-215 2.9% 0-216 0.5% 82% False False 1,125,799
40 126-280 121-145 5-135 4.3% 0-212 0.5% 88% False False 1,085,448
60 126-280 118-260 8-020 6.4% 0-222 0.6% 92% False False 1,072,886
80 126-280 116-260 10-020 8.0% 0-250 0.6% 93% False False 878,095
100 126-280 113-300 12-300 10.3% 0-232 0.6% 95% False False 702,749
120 126-280 113-150 13-130 10.6% 0-204 0.5% 95% False False 585,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-108
2.618 127-183
1.618 127-033
1.000 126-260
0.618 126-203
HIGH 126-110
0.618 126-053
0.500 126-035
0.382 126-017
LOW 125-280
0.618 125-187
1.000 125-130
1.618 125-037
2.618 124-207
4.250 123-282
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 126-058 126-095
PP 126-047 126-087
S1 126-035 126-078

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

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