ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 125-105 125-135 0-030 0.1% 124-275
High 125-205 125-170 -0-035 -0.1% 126-015
Low 125-020 124-245 -0-095 -0.2% 124-075
Close 125-070 125-000 -0-070 -0.2% 124-135
Range 0-185 0-245 0-060 32.4% 1-260
ATR 0-258 0-257 -0-001 -0.4% 0-000
Volume 11,959 10,428 -1,531 -12.8% 189,766
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-127 126-308 125-135
R3 126-202 126-063 125-067
R2 125-277 125-277 125-045
R1 125-138 125-138 125-022 125-085
PP 125-032 125-032 125-032 125-005
S1 124-213 124-213 124-298 124-160
S2 124-107 124-107 124-275
S3 123-182 123-288 124-253
S4 122-257 123-043 124-185
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
5 125-205 124-000 1-205 1.3% 0-237 0.6% 61% False False 12,933
10 126-015 124-000 2-015 1.6% 0-260 0.7% 49% False False 39,573
20 126-280 124-000 2-280 2.3% 0-278 0.7% 35% False False 607,201
40 126-280 122-065 4-215 3.7% 0-239 0.6% 60% False False 819,215
60 126-280 120-245 6-035 4.9% 0-230 0.6% 69% False False 903,791
80 126-280 118-260 8-020 6.5% 0-240 0.6% 77% False False 922,206
100 126-280 115-110 11-170 9.2% 0-253 0.6% 84% False False 743,901
120 126-280 113-150 13-130 10.7% 0-232 0.6% 86% False False 620,079
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-251
2.618 127-171
1.618 126-246
1.000 126-095
0.618 126-001
HIGH 125-170
0.618 125-076
0.500 125-048
0.382 125-019
LOW 124-245
0.618 124-094
1.000 124-000
1.618 123-169
2.618 122-244
4.250 121-164
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 125-048 125-065
PP 125-032 125-043
S1 125-016 125-022

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

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