ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 123-010 123-240 0-230 0.6% 122-270
High 123-250 123-290 0-040 0.1% 123-250
Low 122-300 123-190 0-210 0.5% 122-160
Close 123-230 123-210 -0-020 -0.1% 123-230
Range 0-270 0-100 -0-170 -63.0% 1-090
ATR 0-185 0-178 -0-006 -3.3% 0-000
Volume 12,850 12,316 -534 -4.2% 37,873
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-210 124-150 123-265
R3 124-110 124-050 123-238
R2 124-010 124-010 123-228
R1 123-270 123-270 123-219 123-250
PP 123-230 123-230 123-230 123-220
S1 123-170 123-170 123-201 123-150
S2 123-130 123-130 123-192
S3 123-030 123-070 123-182
S4 122-250 122-290 123-155
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
5 123-290 122-160 1-130 1.1% 0-192 0.5% 82% True False 9,085
10 123-290 121-110 2-180 2.1% 0-181 0.5% 90% True False 5,654
20 123-290 120-170 3-120 2.7% 0-178 0.4% 93% True False 3,502
40 123-290 118-220 5-070 4.2% 0-143 0.4% 95% True False 1,847
60 123-290 117-090 6-200 5.4% 0-109 0.3% 96% True False 1,239
80 123-290 113-050 10-240 8.7% 0-094 0.2% 98% True False 931
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-075
2.618 124-232
1.618 124-132
1.000 124-070
0.618 124-032
HIGH 123-290
0.618 123-252
0.500 123-240
0.382 123-228
LOW 123-190
0.618 123-128
1.000 123-090
1.618 123-028
2.618 122-248
4.250 122-085
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 123-240 123-170
PP 123-230 123-130
S1 123-220 123-090

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

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