ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 124-180 123-280 -0-220 -0.6% 123-310
High 124-300 124-290 -0-010 0.0% 125-270
Low 123-210 123-250 0-040 0.1% 123-210
Close 124-010 124-270 0-260 0.7% 124-010
Range 1-090 1-040 -0-050 -12.2% 2-060
ATR 0-256 0-264 0-007 2.9% 0-000
Volume 1,087,896 1,327,998 240,102 22.1% 5,716,039
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-283 127-157 125-148
R3 126-243 126-117 125-049
R2 125-203 125-203 125-016
R1 125-077 125-077 124-303 125-140
PP 124-163 124-163 124-163 124-195
S1 124-037 124-037 124-237 124-100
S2 123-123 123-123 124-204
S3 122-083 122-317 124-171
S4 121-043 121-277 124-072
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 131-023 129-237 125-075
R3 128-283 127-177 124-202
R2 126-223 126-223 124-138
R1 125-117 125-117 124-074 126-010
PP 124-163 124-163 124-163 124-270
S1 123-057 123-057 123-266 123-270
S2 122-103 122-103 123-202
S3 120-043 120-317 123-138
S4 117-303 118-257 122-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 123-210 2-060 1.8% 0-300 0.8% 54% False False 1,209,109
10 126-030 123-210 2-140 2.0% 1-004 0.8% 49% False False 872,120
20 126-030 123-150 2-200 2.1% 0-261 0.7% 52% False False 456,627
40 126-030 120-170 5-180 4.5% 0-220 0.5% 78% False False 230,064
60 126-030 118-220 7-130 5.9% 0-182 0.5% 83% False False 153,440
80 126-030 117-090 8-260 7.1% 0-147 0.4% 86% False False 115,086
100 126-030 113-050 12-300 10.4% 0-127 0.3% 90% False False 92,070
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-220
2.618 127-272
1.618 126-232
1.000 126-010
0.618 125-192
HIGH 124-290
0.618 124-152
0.500 124-110
0.382 124-068
LOW 123-250
0.618 123-028
1.000 122-210
1.618 121-308
2.618 120-268
4.250 119-000
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 124-217 124-215
PP 124-163 124-160
S1 124-110 124-105

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

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