ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 124-275 125-260 0-305 0.8% 125-035
High 125-275 126-015 0-060 0.1% 126-210
Low 124-255 125-095 0-160 0.4% 124-195
Close 125-265 125-135 -0-130 -0.3% 125-000
Range 1-020 0-240 -0-100 -29.4% 2-015
ATR 0-263 0-261 -0-002 -0.6% 0-000
Volume 94,834 35,459 -59,375 -62.6% 1,985,566
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-268 127-122 125-267
R3 127-028 126-202 125-201
R2 126-108 126-108 125-179
R1 125-282 125-282 125-157 125-235
PP 125-188 125-188 125-188 125-165
S1 125-042 125-042 125-113 124-315
S2 124-268 124-268 125-091
S3 124-028 124-122 125-069
S4 123-108 123-202 125-003
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
5 126-160 124-195 1-285 1.5% 0-292 0.7% 43% False False 96,827
10 126-280 124-195 2-085 1.8% 0-298 0.7% 36% False False 743,068
20 126-280 124-195 2-085 1.8% 0-257 0.6% 36% False False 910,319
40 126-280 121-145 5-135 4.3% 0-237 0.6% 73% False False 985,092
60 126-280 119-240 7-040 5.7% 0-228 0.6% 80% False False 992,275
80 126-280 118-080 8-200 6.9% 0-244 0.6% 83% False False 927,096
100 126-280 115-000 11-280 9.5% 0-247 0.6% 88% False False 742,992
120 126-280 113-150 13-130 10.7% 0-223 0.6% 89% False False 619,329
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 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-075
2.618 128-003
1.618 127-083
1.000 126-255
0.618 126-163
HIGH 126-015
0.618 125-243
0.500 125-215
0.382 125-187
LOW 125-095
0.618 124-267
1.000 124-175
1.618 124-027
2.618 123-107
4.250 122-035
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 125-215 125-125
PP 125-188 125-115
S1 125-162 125-105

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

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