ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 121-270 122-140 0-190 0.5% 120-310
High 122-160 122-150 -0-010 0.0% 122-160
Low 121-240 122-040 0-120 0.3% 120-170
Close 122-100 122-050 -0-050 -0.1% 122-100
Range 0-240 0-110 -0-130 -54.2% 1-310
ATR 0-174 0-170 -0-005 -2.6% 0-000
Volume 579 2,504 1,925 332.5% 2,606
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-090 123-020 122-110
R3 122-300 122-230 122-080
R2 122-190 122-190 122-070
R1 122-120 122-120 122-060 122-100
PP 122-080 122-080 122-080 122-070
S1 122-010 122-010 122-040 121-310
S2 121-290 121-290 122-030
S3 121-180 121-220 122-020
S4 121-070 121-110 121-310
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% 0-194 0.5% 83% False False 903
10 122-160 120-170 1-310 1.6% 0-155 0.4% 83% False False 595
20 122-160 118-220 3-260 3.1% 0-150 0.4% 91% False False 408
40 122-160 117-140 5-020 4.1% 0-095 0.2% 93% False False 220
60 122-160 113-050 9-110 7.6% 0-082 0.2% 96% False False 149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-298
2.618 123-118
1.618 123-008
1.000 122-260
0.618 122-218
HIGH 122-150
0.618 122-108
0.500 122-095
0.382 122-082
LOW 122-040
0.618 121-292
1.000 121-250
1.618 121-182
2.618 121-072
4.250 120-212
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 122-095 122-030
PP 122-080 122-010
S1 122-065 121-310

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

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