ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 123-010 122-260 -0-070 -0.2% 121-260
High 123-100 123-040 -0-060 -0.2% 122-310
Low 122-220 122-210 -0-010 0.0% 121-110
Close 122-240 123-000 0-080 0.2% 122-300
Range 0-200 0-150 -0-050 -25.0% 1-200
ATR 0-180 0-178 -0-002 -1.2% 0-000
Volume 3,048 15,606 12,558 412.0% 6,912
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-107 124-043 123-082
R3 123-277 123-213 123-041
R2 123-127 123-127 123-028
R1 123-063 123-063 123-014 123-095
PP 122-297 122-297 122-297 122-312
S1 122-233 122-233 122-306 122-265
S2 122-147 122-147 122-292
S3 121-317 122-083 122-279
S4 121-167 121-253 122-238
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
5 123-100 122-140 0-280 0.7% 0-172 0.4% 64% False False 5,382
10 123-100 121-110 1-310 1.6% 0-172 0.4% 84% False False 3,406
20 123-100 120-170 2-250 2.3% 0-168 0.4% 89% False False 2,281
40 123-100 118-220 4-200 3.8% 0-134 0.3% 93% False False 1,218
60 123-100 116-070 7-030 5.8% 0-103 0.3% 96% False False 820
80 123-100 113-050 10-050 8.3% 0-089 0.2% 97% False False 616
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-038
2.618 124-113
1.618 123-283
1.000 123-190
0.618 123-133
HIGH 123-040
0.618 122-303
0.500 122-285
0.382 122-267
LOW 122-210
0.618 122-117
1.000 122-060
1.618 121-287
2.618 121-137
4.250 120-212
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 122-308 122-310
PP 122-297 122-300
S1 122-285 122-290

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

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