ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 126-160 125-255 -0-225 -0.6% 125-155
High 126-160 125-295 -0-185 -0.5% 126-280
Low 125-110 125-135 0-025 0.1% 125-025
Close 125-235 125-160 -0-075 -0.2% 125-060
Range 1-050 0-160 -0-210 -56.8% 1-255
ATR 0-257 0-250 -0-007 -2.7% 0-000
Volume 189,190 74,483 -114,707 -60.6% 7,549,115
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-037 126-258 125-248
R3 126-197 126-098 125-204
R2 126-037 126-037 125-189
R1 125-258 125-258 125-175 125-228
PP 125-197 125-197 125-197 125-181
S1 125-098 125-098 125-145 125-068
S2 125-037 125-037 125-131
S3 124-197 124-258 125-116
S4 124-037 124-098 125-072
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% 0-313 0.8% 33% False False 761,634
10 126-280 124-295 1-305 1.6% 0-281 0.7% 30% False False 1,038,731
20 126-280 123-250 3-030 2.5% 0-244 0.6% 56% False False 1,048,683
40 126-280 121-145 5-135 4.3% 0-227 0.6% 75% False False 1,044,722
60 126-280 119-235 7-045 5.7% 0-226 0.6% 81% False False 1,041,648
80 126-280 117-140 9-140 7.5% 0-240 0.6% 85% False False 924,903
100 126-280 114-260 12-020 9.6% 0-242 0.6% 89% False False 740,815
120 126-280 113-150 13-130 10.7% 0-216 0.5% 90% False False 617,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-054
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-015
2.618 127-074
1.618 126-234
1.000 126-135
0.618 126-074
HIGH 125-295
0.618 125-234
0.500 125-215
0.382 125-196
LOW 125-135
0.618 125-036
1.000 124-295
1.618 124-196
2.618 124-036
4.250 123-095
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 125-215 126-000
PP 125-197 125-267
S1 125-178 125-213

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

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