ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 121-120 120-300 -0-140 -0.4% 121-240
High 121-120 121-030 -0-090 -0.2% 121-270
Low 120-310 120-290 -0-020 -0.1% 120-290
Close 121-070 120-310 -0-080 -0.2% 120-310
Range 0-130 0-060 -0-070 -53.8% 0-300
ATR 0-164 0-160 -0-005 -2.8% 0-000
Volume 181 163 -18 -9.9% 843
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 121-177 121-143 121-023
R3 121-117 121-083 121-006
R2 121-057 121-057 121-001
R1 121-023 121-023 120-316 121-040
PP 120-317 120-317 120-317 121-005
S1 120-283 120-283 120-304 120-300
S2 120-257 120-257 120-299
S3 120-197 120-223 120-294
S4 120-137 120-163 120-277
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-017 123-143 121-155
R3 123-037 122-163 121-072
R2 122-057 122-057 121-045
R1 121-183 121-183 121-018 121-130
PP 121-077 121-077 121-077 121-050
S1 120-203 120-203 120-282 120-150
S2 120-097 120-097 120-255
S3 119-117 119-223 120-228
S4 118-137 118-243 120-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-270 120-290 0-300 0.8% 0-122 0.3% 7% False True 422
10 122-020 120-050 1-290 1.6% 0-140 0.4% 43% False False 291
20 122-020 118-220 3-120 2.8% 0-102 0.3% 68% False False 163
40 122-020 116-110 5-230 4.7% 0-071 0.2% 81% False False 93
60 122-020 113-050 8-290 7.4% 0-064 0.2% 88% False False 64
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 0-021
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 121-285
2.618 121-187
1.618 121-127
1.000 121-090
0.618 121-067
HIGH 121-030
0.618 121-007
0.500 121-000
0.382 120-313
LOW 120-290
0.618 120-253
1.000 120-230
1.618 120-193
2.618 120-133
4.250 120-035
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 121-000 121-120
PP 120-317 121-077
S1 120-313 121-033

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

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