ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 123-240 123-200 -0-040 -0.1% 122-270
High 123-290 124-110 0-140 0.4% 123-250
Low 123-190 123-150 -0-040 -0.1% 122-160
Close 123-210 124-040 0-150 0.4% 123-230
Range 0-100 0-280 0-180 180.0% 1-090
ATR 0-178 0-186 0-007 4.1% 0-000
Volume 12,316 5,263 -7,053 -57.3% 37,873
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-193 126-077 124-194
R3 125-233 125-117 124-117
R2 124-273 124-273 124-091
R1 124-157 124-157 124-066 124-215
PP 123-313 123-313 123-313 124-022
S1 123-197 123-197 124-014 123-255
S2 123-033 123-033 123-309
S3 122-073 122-237 123-283
S4 121-113 121-277 123-206
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
5 124-110 122-210 1-220 1.4% 0-200 0.5% 87% True False 9,816
10 124-110 121-120 2-310 2.4% 0-192 0.5% 93% True False 6,109
20 124-110 120-170 3-260 3.1% 0-182 0.5% 94% True False 3,760
40 124-110 118-220 5-210 4.6% 0-150 0.4% 96% True False 1,978
60 124-110 117-140 6-290 5.6% 0-114 0.3% 97% True False 1,327
80 124-110 113-050 11-060 9.0% 0-098 0.2% 98% True False 997
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 0-041
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 128-020
2.618 126-203
1.618 125-243
1.000 125-070
0.618 124-283
HIGH 124-110
0.618 124-003
0.500 123-290
0.382 123-257
LOW 123-150
0.618 122-297
1.000 122-190
1.618 122-017
2.618 121-057
4.250 119-240
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 124-017 123-308
PP 123-313 123-257
S1 123-290 123-205

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

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