ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 125-120 125-200 0-080 0.2% 124-210
High 125-270 125-200 -0-070 -0.2% 126-030
Low 125-090 124-130 -0-280 -0.7% 124-080
Close 125-200 124-260 -0-260 -0.6% 124-110
Range 0-180 1-070 0-210 116.7% 1-270
ATR 0-240 0-251 0-011 4.4% 0-000
Volume 844,266 1,225,420 381,154 45.1% 1,750,382
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-193 127-297 125-154
R3 127-123 126-227 125-047
R2 126-053 126-053 125-012
R1 125-157 125-157 124-296 125-070
PP 124-303 124-303 124-303 124-260
S1 124-087 124-087 124-224 124-000
S2 123-233 123-233 124-188
S3 122-163 123-017 124-153
S4 121-093 121-267 124-046
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
5 125-270 123-310 1-280 1.5% 1-006 0.8% 45% False False 863,016
10 126-030 123-310 2-040 1.7% 0-301 0.8% 40% False False 501,568
20 126-030 122-210 3-140 2.8% 0-240 0.6% 63% False False 259,872
40 126-030 120-170 5-180 4.5% 0-204 0.5% 77% False False 130,691
60 126-030 118-220 7-130 5.9% 0-167 0.4% 83% False False 87,177
80 126-030 116-070 9-280 7.9% 0-135 0.3% 87% False False 65,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-258
2.618 128-261
1.618 127-191
1.000 126-270
0.618 126-121
HIGH 125-200
0.618 125-051
0.500 125-005
0.382 124-279
LOW 124-130
0.618 123-209
1.000 123-060
1.618 122-139
2.618 121-069
4.250 119-072
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 125-005 124-290
PP 124-303 124-280
S1 124-282 124-270

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

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