ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 122-270 122-160 -0-110 -0.3% 121-260
High 122-270 123-080 0-130 0.3% 122-310
Low 122-170 122-160 -0-010 0.0% 121-110
Close 122-160 123-030 0-190 0.5% 122-300
Range 0-100 0-240 0-140 140.0% 1-200
ATR 0-174 0-179 0-005 2.7% 0-000
Volume 4,760 1,609 -3,151 -66.2% 6,912
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-063 124-287 123-162
R3 124-143 124-047 123-096
R2 123-223 123-223 123-074
R1 123-127 123-127 123-052 123-175
PP 122-303 122-303 122-303 123-008
S1 122-207 122-207 123-008 122-255
S2 122-063 122-063 122-306
S3 121-143 121-287 122-284
S4 120-223 121-047 122-218
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 127-093 126-237 123-266
R3 125-213 125-037 123-123
R2 124-013 124-013 123-075
R1 123-157 123-157 123-028 123-245
PP 122-133 122-133 122-133 122-178
S1 121-277 121-277 122-252 122-045
S2 120-253 120-253 122-205
S3 119-053 120-077 122-157
S4 117-173 118-197 122-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-080 121-120 1-280 1.5% 0-184 0.5% 92% True False 2,401
10 123-080 121-110 1-290 1.5% 0-176 0.4% 92% True False 2,097
20 123-080 120-170 2-230 2.2% 0-164 0.4% 94% True False 1,365
40 123-080 118-220 4-180 3.7% 0-125 0.3% 97% True False 753
60 123-080 116-070 7-010 5.7% 0-097 0.2% 98% True False 510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-140
2.618 125-068
1.618 124-148
1.000 124-000
0.618 123-228
HIGH 123-080
0.618 122-308
0.500 122-280
0.382 122-252
LOW 122-160
0.618 122-012
1.000 121-240
1.618 121-092
2.618 120-172
4.250 119-100
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 123-007 123-003
PP 122-303 122-297
S1 122-280 122-270

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

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