ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 125-255 125-160 -0-095 -0.2% 125-035
High 125-295 125-225 -0-070 -0.2% 126-210
Low 125-135 124-195 -0-260 -0.6% 124-195
Close 125-160 125-000 -0-160 -0.4% 125-000
Range 0-160 1-030 0-190 118.8% 2-015
ATR 0-250 0-257 0-007 2.9% 0-000
Volume 74,483 90,169 15,686 21.1% 1,985,566
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-123 127-252 125-192
R3 127-093 126-222 125-096
R2 126-063 126-063 125-064
R1 125-192 125-192 125-032 125-112
PP 125-033 125-033 125-033 124-314
S1 124-162 124-162 124-288 124-082
S2 124-003 124-003 124-256
S3 122-293 123-132 124-224
S4 121-263 122-102 124-128
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 131-180 130-105 126-040
R3 129-165 128-090 125-180
R2 127-150 127-150 125-120
R1 126-075 126-075 125-060 125-265
PP 125-135 125-135 125-135 125-070
S1 124-060 124-060 124-260 123-250
S2 123-120 123-120 124-200
S3 121-105 122-045 124-140
S4 119-090 120-030 123-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-210 124-195 2-015 1.6% 0-297 0.7% 19% False True 397,113
10 126-280 124-195 2-085 1.8% 0-290 0.7% 17% False True 953,468
20 126-280 124-095 2-185 2.1% 0-248 0.6% 27% False False 991,738
40 126-280 121-145 5-135 4.3% 0-233 0.6% 65% False False 1,018,646
60 126-280 119-235 7-045 5.7% 0-226 0.6% 74% False False 1,025,829
80 126-280 117-140 9-140 7.6% 0-243 0.6% 80% False False 925,945
100 126-280 114-260 12-020 9.7% 0-244 0.6% 84% False False 741,711
120 126-280 113-150 13-130 10.7% 0-219 0.5% 86% False False 618,246
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-112
2.618 128-181
1.618 127-151
1.000 126-255
0.618 126-121
HIGH 125-225
0.618 125-091
0.500 125-050
0.382 125-009
LOW 124-195
0.618 123-299
1.000 123-165
1.618 122-269
2.618 121-239
4.250 119-308
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 125-050 125-178
PP 125-033 125-118
S1 125-017 125-059

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

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