ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 125-160 124-275 -0-205 -0.5% 125-035
High 125-225 125-275 0-050 0.1% 126-210
Low 124-195 124-255 0-060 0.2% 124-195
Close 125-000 125-265 0-265 0.7% 125-000
Range 1-030 1-020 -0-010 -2.9% 2-015
ATR 0-257 0-263 0-006 2.3% 0-000
Volume 90,169 94,834 4,665 5.2% 1,985,566
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-218 128-102 126-132
R3 127-198 127-082 126-038
R2 126-178 126-178 126-007
R1 126-062 126-062 125-296 126-120
PP 125-158 125-158 125-158 125-188
S1 125-042 125-042 125-234 125-100
S2 124-138 124-138 125-203
S3 123-118 124-022 125-172
S4 122-098 123-002 125-078
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% 0-279 0.7% 60% False False 178,258
10 126-280 124-195 2-085 1.8% 0-308 0.8% 54% False False 887,660
20 126-280 124-095 2-185 2.0% 0-260 0.6% 59% False False 967,992
40 126-280 121-145 5-135 4.3% 0-238 0.6% 81% False False 1,004,147
60 126-280 119-235 7-045 5.7% 0-227 0.6% 85% False False 1,007,988
80 126-280 118-000 8-280 7.1% 0-244 0.6% 88% False False 926,968
100 126-280 115-000 11-280 9.4% 0-247 0.6% 91% False False 742,649
120 126-280 113-150 13-130 10.7% 0-221 0.5% 92% False False 619,034
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-120
2.618 128-205
1.618 127-185
1.000 126-295
0.618 126-165
HIGH 125-275
0.618 125-145
0.500 125-105
0.382 125-065
LOW 124-255
0.618 124-045
1.000 123-235
1.618 123-025
2.618 122-005
4.250 120-090
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 125-212 125-205
PP 125-158 125-145
S1 125-105 125-085

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

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