ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 125-010 124-210 -0-120 -0.3% 124-290
High 125-120 124-300 -0-140 -0.3% 125-140
Low 124-190 124-140 -0-050 -0.1% 124-120
Close 124-210 124-250 0-040 0.1% 124-210
Range 0-250 0-160 -0-090 -36.0% 1-020
ATR 0-197 0-194 -0-003 -1.3% 0-000
Volume 101,680 73,211 -28,469 -28.0% 285,752
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-070 126-000 125-018
R3 125-230 125-160 124-294
R2 125-070 125-070 124-279
R1 125-000 125-000 124-265 125-035
PP 124-230 124-230 124-230 124-248
S1 124-160 124-160 124-235 124-195
S2 124-070 124-070 124-221
S3 123-230 124-000 124-206
S4 123-070 123-160 124-162
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-003 127-127 125-077
R3 126-303 126-107 124-304
R2 125-283 125-283 124-272
R1 125-087 125-087 124-241 125-015
PP 124-263 124-263 124-263 124-228
S1 124-067 124-067 124-179 123-315
S2 123-243 123-243 124-148
S3 122-223 123-047 124-116
S4 121-203 122-027 124-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-120 124-120 1-000 0.8% 0-210 0.5% 41% False False 69,107
10 125-140 123-150 1-310 1.6% 0-198 0.5% 67% False False 41,133
20 125-140 121-110 4-030 3.3% 0-190 0.5% 84% False False 23,394
40 125-140 120-170 4-290 3.9% 0-173 0.4% 87% False False 12,117
60 125-140 117-140 8-000 6.4% 0-134 0.3% 92% False False 8,091
80 125-140 114-240 10-220 8.6% 0-119 0.3% 94% False False 6,072
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 True
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-020
2.618 126-079
1.618 125-239
1.000 125-140
0.618 125-079
HIGH 124-300
0.618 124-239
0.500 124-220
0.382 124-201
LOW 124-140
0.618 124-041
1.000 123-300
1.618 123-201
2.618 123-041
4.250 122-100
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 124-240 124-280
PP 124-230 124-270
S1 124-220 124-260

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

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