ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 120-170 121-170 1-000 0.8% 121-240
High 121-120 121-290 0-170 0.4% 121-270
Low 120-170 121-140 0-290 0.8% 120-290
Close 121-100 121-280 0-180 0.5% 120-310
Range 0-270 0-150 -0-120 -44.4% 0-300
ATR 0-168 0-169 0-002 0.9% 0-000
Volume 182 1,152 970 533.0% 843
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-047 122-313 122-042
R3 122-217 122-163 122-001
R2 122-067 122-067 121-308
R1 122-013 122-013 121-294 122-040
PP 121-237 121-237 121-237 121-250
S1 121-183 121-183 121-266 121-210
S2 121-087 121-087 121-252
S3 120-257 121-033 121-239
S4 120-107 120-203 121-198
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
5 121-290 120-170 1-120 1.1% 0-160 0.4% 98% True False 438
10 122-020 120-170 1-170 1.3% 0-154 0.4% 88% False False 455
20 122-020 118-220 3-120 2.8% 0-140 0.4% 94% False False 262
40 122-020 117-140 4-200 3.8% 0-090 0.2% 96% False False 143
60 122-020 113-050 8-290 7.3% 0-076 0.2% 98% False False 98
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-288
2.618 123-043
1.618 122-213
1.000 122-120
0.618 122-063
HIGH 121-290
0.618 121-233
0.500 121-215
0.382 121-197
LOW 121-140
0.618 121-047
1.000 120-310
1.618 120-217
2.618 120-067
4.250 119-142
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 121-258 121-210
PP 121-237 121-140
S1 121-215 121-070

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

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