ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 124-130 124-290 0-160 0.4% 123-240
High 124-250 125-140 0-210 0.5% 124-280
Low 124-120 124-240 0-120 0.3% 123-150
Close 124-240 125-120 0-200 0.5% 124-240
Range 0-130 0-220 0-090 69.2% 1-130
ATR 0-181 0-184 0-003 1.5% 0-000
Volume 14,471 13,424 -1,047 -7.2% 64,691
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-080 127-000 125-241
R3 126-180 126-100 125-180
R2 125-280 125-280 125-160
R1 125-200 125-200 125-140 125-240
PP 125-060 125-060 125-060 125-080
S1 124-300 124-300 125-100 125-020
S2 124-160 124-160 125-080
S3 123-260 124-080 125-060
S4 123-040 123-180 124-319
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
5 125-140 123-150 1-310 1.6% 0-186 0.5% 97% True False 13,159
10 125-140 122-160 2-300 2.3% 0-189 0.5% 98% True False 11,122
20 125-140 121-110 4-030 3.3% 0-176 0.4% 98% True False 6,566
40 125-140 118-220 6-240 5.4% 0-163 0.4% 99% True False 3,487
60 125-140 117-140 8-000 6.4% 0-122 0.3% 99% True False 2,335
80 125-140 113-050 12-090 9.8% 0-106 0.3% 99% True False 1,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-115
2.618 127-076
1.618 126-176
1.000 126-040
0.618 125-276
HIGH 125-140
0.618 125-056
0.500 125-030
0.382 125-004
LOW 124-240
0.618 124-104
1.000 124-020
1.618 123-204
2.618 122-304
4.250 121-265
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 125-090 125-070
PP 125-060 125-020
S1 125-030 124-290

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

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