ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 124-085 124-270 0-185 0.5% 124-275
High 125-010 125-160 0-150 0.4% 126-015
Low 124-000 124-270 0-270 0.7% 124-075
Close 124-300 125-145 0-165 0.4% 124-135
Range 1-010 0-210 -0-120 -36.4% 1-260
ATR 0-268 0-263 -0-004 -1.5% 0-000
Volume 10,642 8,287 -2,355 -22.1% 189,766
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-075 127-000 125-260
R3 126-185 126-110 125-203
R2 125-295 125-295 125-184
R1 125-220 125-220 125-164 125-258
PP 125-085 125-085 125-085 125-104
S1 125-010 125-010 125-126 125-048
S2 124-195 124-195 125-106
S3 123-305 124-120 125-087
S4 123-095 123-230 125-030
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
5 126-015 124-000 2-015 1.6% 0-265 0.7% 71% False False 22,772
10 126-210 124-000 2-210 2.1% 0-272 0.7% 55% False False 100,515
20 126-280 124-000 2-280 2.3% 0-275 0.7% 51% False False 703,121
40 126-280 122-065 4-215 3.7% 0-239 0.6% 70% False False 863,026
60 126-280 119-240 7-040 5.7% 0-231 0.6% 80% False False 929,898
80 126-280 118-260 8-020 6.4% 0-241 0.6% 82% False False 925,872
100 126-280 115-000 11-280 9.5% 0-252 0.6% 88% False False 743,707
120 126-280 113-150 13-130 10.7% 0-229 0.6% 89% False False 619,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-047
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-092
2.618 127-070
1.618 126-180
1.000 126-050
0.618 125-290
HIGH 125-160
0.618 125-080
0.500 125-055
0.382 125-030
LOW 124-270
0.618 124-140
1.000 124-060
1.618 123-250
2.618 123-040
4.250 122-018
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 125-115 125-070
PP 125-085 124-315
S1 125-055 124-240

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

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