ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 125-260 125-140 -0-120 -0.3% 125-035
High 126-015 125-210 -0-125 -0.3% 126-210
Low 125-095 124-200 -0-215 -0.5% 124-195
Close 125-135 124-210 -0-245 -0.6% 125-000
Range 0-240 1-010 0-090 37.5% 2-015
ATR 0-261 0-266 0-005 1.9% 0-000
Volume 35,459 36,123 664 1.9% 1,985,566
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-023 127-127 125-072
R3 127-013 126-117 124-301
R2 126-003 126-003 124-270
R1 125-107 125-107 124-240 125-050
PP 124-313 124-313 124-313 124-285
S1 124-097 124-097 124-180 124-040
S2 123-303 123-303 124-150
S3 122-293 123-087 124-119
S4 121-283 122-077 124-028
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
5 126-015 124-195 1-140 1.2% 0-284 0.7% 3% False False 66,213
10 126-210 124-195 2-015 1.6% 0-298 0.7% 2% False False 564,295
20 126-280 124-195 2-085 1.8% 0-264 0.7% 2% False False 847,299
40 126-280 121-300 4-300 4.0% 0-239 0.6% 55% False False 958,931
60 126-280 119-240 7-040 5.7% 0-229 0.6% 69% False False 978,575
80 126-280 118-080 8-200 6.9% 0-244 0.6% 74% False False 927,259
100 126-280 115-000 11-280 9.5% 0-248 0.6% 81% False False 743,339
120 126-280 113-150 13-130 10.8% 0-226 0.6% 83% False False 619,628
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-012
2.618 128-114
1.618 127-104
1.000 126-220
0.618 126-094
HIGH 125-210
0.618 125-084
0.500 125-045
0.382 125-006
LOW 124-200
0.618 123-316
1.000 123-190
1.618 122-306
2.618 121-296
4.250 120-078
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 125-045 125-108
PP 124-313 125-035
S1 124-262 124-282

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

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