ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 126-065 126-160 0-095 0.2% 125-155
High 126-210 126-160 -0-050 -0.1% 126-280
Low 126-035 125-110 -0-245 -0.6% 125-025
Close 126-160 125-235 -0-245 -0.6% 125-060
Range 0-175 1-050 0-195 111.4% 1-255
ATR 0-248 0-257 0-009 3.5% 0-000
Volume 442,618 189,190 -253,428 -57.3% 7,549,115
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-105 128-220 126-118
R3 128-055 127-170 126-017
R2 127-005 127-005 125-303
R1 126-120 126-120 125-269 126-038
PP 125-275 125-275 125-275 125-234
S1 125-070 125-070 125-201 124-308
S2 124-225 124-225 125-167
S3 123-175 124-020 125-133
S4 122-125 122-290 125-032
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 131-033 129-302 126-056
R3 129-098 128-047 125-218
R2 127-163 127-163 125-165
R1 126-112 126-112 125-113 126-010
PP 125-228 125-228 125-228 125-178
S1 124-177 124-177 125-007 124-075
S2 123-293 123-293 124-275
S3 122-038 122-242 124-222
S4 120-103 120-307 124-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-210 124-295 1-235 1.4% 0-311 0.8% 47% False False 1,062,377
10 126-280 124-295 1-305 1.6% 0-296 0.7% 42% False False 1,174,829
20 126-280 123-160 3-120 2.7% 0-245 0.6% 66% False False 1,091,140
40 126-280 121-145 5-135 4.3% 0-228 0.6% 79% False False 1,064,621
60 126-280 119-235 7-045 5.7% 0-227 0.6% 84% False False 1,058,449
80 126-280 117-140 9-140 7.5% 0-242 0.6% 88% False False 924,086
100 126-280 114-260 12-020 9.6% 0-241 0.6% 91% False False 740,075
120 126-280 113-150 13-130 10.7% 0-215 0.5% 91% False False 616,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-065
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-132
2.618 129-169
1.618 128-119
1.000 127-210
0.618 127-069
HIGH 126-160
0.618 126-019
0.500 125-295
0.382 125-251
LOW 125-110
0.618 124-201
1.000 124-060
1.618 123-151
2.618 122-101
4.250 120-138
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 125-295 125-252
PP 125-275 125-247
S1 125-255 125-241

Download as Excel Spreadsheet

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

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