ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 125-140 124-205 -0-255 -0.6% 124-275
High 125-210 124-290 -0-240 -0.6% 126-015
Low 124-200 124-075 -0-125 -0.3% 124-075
Close 124-210 124-135 -0-075 -0.2% 124-135
Range 1-010 0-215 -0-115 -34.8% 1-260
ATR 0-266 0-263 -0-004 -1.4% 0-000
Volume 36,123 23,350 -12,773 -35.4% 189,766
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-172 126-048 124-253
R3 125-277 125-153 124-194
R2 125-062 125-062 124-174
R1 124-258 124-258 124-155 124-212
PP 124-167 124-167 124-167 124-144
S1 124-043 124-043 124-115 123-318
S2 123-272 123-272 124-096
S3 123-057 123-148 124-076
S4 122-162 122-253 124-017
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 130-108 129-062 125-134
R3 128-168 127-122 124-294
R2 126-228 126-228 124-241
R1 125-182 125-182 124-188 125-075
PP 124-288 124-288 124-288 124-235
S1 123-242 123-242 124-082 123-135
S2 123-028 123-028 124-029
S3 121-088 121-302 123-296
S4 119-148 120-042 123-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-015 124-075 1-260 1.5% 0-295 0.7% 10% False True 55,987
10 126-210 124-075 2-135 1.9% 0-304 0.8% 8% False True 408,810
20 126-280 124-075 2-205 2.1% 0-266 0.7% 7% False True 791,497
40 126-280 122-065 4-215 3.8% 0-236 0.6% 47% False False 926,779
60 126-280 119-240 7-040 5.7% 0-229 0.6% 66% False False 962,809
80 126-280 118-260 8-020 6.5% 0-243 0.6% 70% False False 927,351
100 126-280 115-000 11-280 9.5% 0-250 0.6% 79% False False 743,565
120 126-280 113-150 13-130 10.8% 0-228 0.6% 82% False False 619,822
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-244
2.618 126-213
1.618 125-318
1.000 125-185
0.618 125-103
HIGH 124-290
0.618 124-208
0.500 124-182
0.382 124-157
LOW 124-075
0.618 123-262
1.000 123-180
1.618 123-047
2.618 122-152
4.250 121-121
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 124-182 125-045
PP 124-167 124-288
S1 124-151 124-212

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

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