ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 122-090 121-260 -0-150 -0.4% 122-140
High 122-110 121-280 -0-150 -0.4% 122-260
Low 121-270 121-160 -0-110 -0.3% 121-270
Close 121-260 121-270 0-010 0.0% 121-260
Range 0-160 0-120 -0-040 -25.0% 0-310
ATR 0-169 0-166 -0-004 -2.1% 0-000
Volume 2,126 555 -1,571 -73.9% 10,933
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-277 122-233 122-016
R3 122-157 122-113 121-303
R2 122-037 122-037 121-292
R1 121-313 121-313 121-281 122-015
PP 121-237 121-237 121-237 121-248
S1 121-193 121-193 121-259 121-215
S2 121-117 121-117 121-248
S3 120-317 121-073 121-237
S4 120-197 120-273 121-204
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-020 124-130 122-110
R3 124-030 123-140 122-025
R2 123-040 123-040 121-317
R1 122-150 122-150 121-288 122-100
PP 122-050 122-050 122-050 122-025
S1 121-160 121-160 121-232 121-110
S2 121-060 121-060 121-203
S3 120-070 120-170 121-175
S4 119-080 119-180 121-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-260 121-160 1-100 1.1% 0-156 0.4% 26% False True 1,796
10 122-260 120-170 2-090 1.9% 0-175 0.4% 58% False False 1,350
20 122-260 120-170 2-090 1.9% 0-156 0.4% 58% False False 840
40 122-260 117-140 5-120 4.4% 0-106 0.3% 82% False False 439
60 122-260 114-240 8-020 6.6% 0-095 0.2% 88% False False 298
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-150
2.618 122-274
1.618 122-154
1.000 122-080
0.618 122-034
HIGH 121-280
0.618 121-234
0.500 121-220
0.382 121-206
LOW 121-160
0.618 121-086
1.000 121-040
1.618 120-286
2.618 120-166
4.250 119-290
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 121-253 122-045
PP 121-237 122-013
S1 121-220 121-302

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

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