ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 125-160 123-310 -1-170 -1.2% 124-210
High 125-200 125-140 -0-060 -0.1% 126-030
Low 124-080 123-310 -0-090 -0.2% 124-080
Close 124-110 125-090 0-300 0.8% 124-110
Range 1-120 1-150 0-030 6.8% 1-270
ATR 0-228 0-245 0-017 7.6% 0-000
Volume 708,712 998,488 289,776 40.9% 1,750,382
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-097 128-243 126-028
R3 127-267 127-093 125-219
R2 126-117 126-117 125-176
R1 125-263 125-263 125-133 126-030
PP 124-287 124-287 124-287 125-010
S1 124-113 124-113 125-047 124-200
S2 123-137 123-137 125-004
S3 121-307 122-283 124-281
S4 120-157 121-133 124-152
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 130-137 129-073 125-114
R3 128-187 127-123 124-272
R2 126-237 126-237 124-218
R1 125-173 125-173 124-164 125-070
PP 124-287 124-287 124-287 124-235
S1 123-223 123-223 124-056 123-120
S2 123-017 123-017 124-002
S3 121-067 121-273 123-268
S4 119-117 120-003 123-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-030 123-310 2-040 1.7% 1-028 0.9% 62% False True 535,131
10 126-030 123-310 2-040 1.7% 0-279 0.7% 62% False True 302,119
20 126-030 122-160 3-190 2.9% 0-234 0.6% 77% False False 156,621
40 126-030 120-170 5-180 4.4% 0-196 0.5% 85% False False 78,962
60 126-030 118-220 7-130 5.9% 0-161 0.4% 89% False False 52,683
80 126-030 116-070 9-280 7.9% 0-128 0.3% 92% False False 39,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 131-218
2.618 129-090
1.618 127-260
1.000 126-290
0.618 126-110
HIGH 125-140
0.618 124-280
0.500 124-225
0.382 124-170
LOW 123-310
0.618 123-020
1.000 122-160
1.618 121-190
2.618 120-040
4.250 117-232
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 125-028 125-038
PP 124-287 124-307
S1 124-225 124-255

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

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