ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 123-310 125-120 1-130 1.1% 124-210
High 125-140 125-270 0-130 0.3% 126-030
Low 123-310 125-090 1-100 1.1% 124-080
Close 125-090 125-200 0-110 0.3% 124-110
Range 1-150 0-180 -0-290 -61.7% 1-270
ATR 0-245 0-240 -0-005 -1.9% 0-000
Volume 998,488 844,266 -154,222 -15.4% 1,750,382
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-087 127-003 125-299
R3 126-227 126-143 125-250
R2 126-047 126-047 125-233
R1 125-283 125-283 125-216 126-005
PP 125-187 125-187 125-187 125-208
S1 125-103 125-103 125-184 125-145
S2 125-007 125-007 125-167
S3 124-147 124-243 125-150
S4 123-287 124-063 125-101
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% 0-318 0.8% 78% False False 681,103
10 126-030 123-310 2-040 1.7% 0-279 0.7% 78% False False 384,339
20 126-030 122-210 3-140 2.7% 0-231 0.6% 86% False False 198,754
40 126-030 120-170 5-180 4.4% 0-197 0.5% 92% False False 100,059
60 126-030 118-220 7-130 5.9% 0-160 0.4% 94% False False 66,753
80 126-030 116-070 9-280 7.9% 0-130 0.3% 95% False False 50,071
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-065
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-075
2.618 127-101
1.618 126-241
1.000 126-130
0.618 126-061
HIGH 125-270
0.618 125-201
0.500 125-180
0.382 125-159
LOW 125-090
0.618 124-299
1.000 124-230
1.618 124-119
2.618 123-259
4.250 122-285
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 125-193 125-123
PP 125-187 125-047
S1 125-180 124-290

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

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