ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 124-270 124-270 0-000 0.0% 123-240
High 125-070 125-090 0-020 0.0% 124-280
Low 124-220 124-120 -0-100 -0.3% 123-150
Close 124-240 125-020 0-100 0.3% 124-240
Range 0-170 0-290 0-120 70.6% 1-130
ATR 0-185 0-192 0-008 4.1% 0-000
Volume 53,132 95,445 42,313 79.6% 64,691
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-200 127-080 125-180
R3 126-230 126-110 125-100
R2 125-260 125-260 125-073
R1 125-140 125-140 125-047 125-200
PP 124-290 124-290 124-290 125-000
S1 124-170 124-170 124-313 124-230
S2 124-000 124-000 124-287
S3 123-030 123-200 124-260
S4 122-060 122-230 124-180
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
5 125-140 124-120 1-020 0.8% 0-198 0.5% 65% False True 39,708
10 125-140 122-300 2-160 2.0% 0-194 0.5% 85% False False 26,161
20 125-140 121-110 4-030 3.3% 0-183 0.5% 91% False False 14,783
40 125-140 120-050 5-090 4.2% 0-170 0.4% 93% False False 7,751
60 125-140 117-140 8-000 6.4% 0-128 0.3% 95% False False 5,179
80 125-140 114-090 11-050 8.9% 0-114 0.3% 97% False False 3,886
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 0-042
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 129-042
2.618 127-209
1.618 126-239
1.000 126-060
0.618 125-269
HIGH 125-090
0.618 124-299
0.500 124-265
0.382 124-231
LOW 124-120
0.618 123-261
1.000 123-150
1.618 122-291
2.618 122-001
4.250 120-168
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 124-315 124-315
PP 124-290 124-290
S1 124-265 124-265

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

View Archives - Comment on this page... - Back to Index of Symbols