ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 121-170 121-270 0-100 0.3% 120-310
High 121-290 122-160 0-190 0.5% 122-160
Low 121-140 121-240 0-100 0.3% 120-170
Close 121-280 122-100 0-140 0.4% 122-100
Range 0-150 0-240 0-090 60.0% 1-310
ATR 0-169 0-174 0-005 3.0% 0-000
Volume 1,152 579 -573 -49.7% 2,606
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-140 124-040 122-232
R3 123-220 123-120 122-166
R2 122-300 122-300 122-144
R1 122-200 122-200 122-122 122-250
PP 122-060 122-060 122-060 122-085
S1 121-280 121-280 122-078 122-010
S2 121-140 121-140 122-056
S3 120-220 121-040 122-034
S4 119-300 120-120 121-288
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 127-220 126-310 123-126
R3 125-230 125-000 122-273
R2 123-240 123-240 122-216
R1 123-010 123-010 122-158 123-125
PP 121-250 121-250 121-250 121-308
S1 121-020 121-020 122-042 121-135
S2 119-260 119-260 121-304
S3 117-270 119-030 121-247
S4 115-280 117-040 121-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-160 120-170 1-310 1.6% 0-196 0.5% 90% True False 521
10 122-160 120-170 1-310 1.6% 0-159 0.4% 90% True False 471
20 122-160 118-220 3-260 3.1% 0-145 0.4% 95% True False 291
40 122-160 117-140 5-020 4.1% 0-096 0.2% 96% True False 157
60 122-160 113-050 9-110 7.6% 0-080 0.2% 98% True False 107
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-220
2.618 124-148
1.618 123-228
1.000 123-080
0.618 122-308
HIGH 122-160
0.618 122-068
0.500 122-040
0.382 122-012
LOW 121-240
0.618 121-092
1.000 121-000
1.618 120-172
2.618 119-252
4.250 118-180
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 122-080 122-015
PP 122-060 121-250
S1 122-040 121-165

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

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