ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 122-260 123-010 0-070 0.2% 122-270
High 123-040 123-250 0-210 0.5% 123-250
Low 122-210 122-300 0-090 0.2% 122-160
Close 123-000 123-230 0-230 0.6% 123-230
Range 0-150 0-270 0-120 80.0% 1-090
ATR 0-178 0-185 0-007 3.7% 0-000
Volume 15,606 12,850 -2,756 -17.7% 37,873
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-003 125-227 124-058
R3 125-053 124-277 123-304
R2 124-103 124-103 123-280
R1 124-007 124-007 123-255 124-055
PP 123-153 123-153 123-153 123-178
S1 123-057 123-057 123-205 123-105
S2 122-203 122-203 123-180
S3 121-253 122-107 123-156
S4 120-303 121-157 123-082
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-057 126-233 124-136
R3 125-287 125-143 124-023
R2 124-197 124-197 123-305
R1 124-053 124-053 123-268 124-125
PP 123-107 123-107 123-107 123-142
S1 122-283 122-283 123-192 123-035
S2 122-017 122-017 123-155
S3 120-247 121-193 123-117
S4 119-157 120-103 123-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 122-160 1-090 1.0% 0-192 0.5% 95% True False 7,574
10 123-250 121-110 2-140 2.0% 0-183 0.5% 97% True False 4,478
20 123-250 120-170 3-080 2.6% 0-179 0.5% 98% True False 2,916
40 123-250 118-220 5-030 4.1% 0-141 0.4% 99% True False 1,539
60 123-250 116-110 7-140 6.0% 0-107 0.3% 99% True False 1,034
80 123-250 113-050 10-200 8.6% 0-093 0.2% 99% True False 777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 127-118
2.618 125-317
1.618 125-047
1.000 124-200
0.618 124-097
HIGH 123-250
0.618 123-147
0.500 123-115
0.382 123-083
LOW 122-300
0.618 122-133
1.000 122-030
1.618 121-183
2.618 120-233
4.250 119-112
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 123-192 123-177
PP 123-153 123-123
S1 123-115 123-070

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

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