ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 124-240 124-130 -0-110 -0.3% 123-240
High 124-280 124-250 -0-030 -0.1% 124-280
Low 124-130 124-120 -0-010 0.0% 123-150
Close 124-160 124-240 0-080 0.2% 124-240
Range 0-150 0-130 -0-020 -13.3% 1-130
ATR 0-185 0-181 -0-004 -2.1% 0-000
Volume 15,607 14,471 -1,136 -7.3% 64,691
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-273 125-227 124-312
R3 125-143 125-097 124-276
R2 125-013 125-013 124-264
R1 124-287 124-287 124-252 124-310
PP 124-203 124-203 124-203 124-215
S1 124-157 124-157 124-228 124-180
S2 124-073 124-073 124-216
S3 123-263 124-027 124-204
S4 123-133 123-217 124-168
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-187 128-023 125-168
R3 127-057 126-213 125-044
R2 125-247 125-247 125-002
R1 125-083 125-083 124-281 125-165
PP 124-117 124-117 124-117 124-158
S1 123-273 123-273 124-199 124-035
S2 122-307 122-307 124-158
S3 121-177 122-143 124-116
S4 120-047 121-013 123-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-280 123-150 1-130 1.1% 0-162 0.4% 91% False False 12,938
10 124-280 122-160 2-120 1.9% 0-177 0.4% 95% False False 10,256
20 124-280 121-110 3-170 2.8% 0-170 0.4% 96% False False 6,020
40 124-280 118-220 6-060 5.0% 0-158 0.4% 98% False False 3,155
60 124-280 117-140 7-140 6.0% 0-121 0.3% 98% False False 2,111
80 124-280 113-050 11-230 9.4% 0-103 0.3% 99% False False 1,585
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-162
2.618 125-270
1.618 125-140
1.000 125-060
0.618 125-010
HIGH 124-250
0.618 124-200
0.500 124-185
0.382 124-170
LOW 124-120
0.618 124-040
1.000 123-310
1.618 123-230
2.618 123-100
4.250 122-208
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 124-222 124-225
PP 124-203 124-210
S1 124-185 124-195

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

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