ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 124-280 124-130 -0-150 -0.4% 123-310
High 125-035 124-230 -0-125 -0.3% 125-270
Low 124-100 123-190 -0-230 -0.6% 123-210
Close 124-140 123-200 -0-260 -0.7% 124-010
Range 0-255 1-040 0-105 41.2% 2-060
ATR 0-263 0-270 0-007 2.6% 0-000
Volume 1,075,498 1,257,195 181,697 16.9% 5,716,039
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-113 126-197 124-078
R3 126-073 125-157 123-299
R2 125-033 125-033 123-266
R1 124-117 124-117 123-233 124-055
PP 123-313 123-313 123-313 123-282
S1 123-077 123-077 123-167 123-015
S2 122-273 122-273 123-134
S3 121-233 122-037 123-101
S4 120-193 120-317 123-002
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
5 125-035 123-190 1-165 1.2% 0-309 0.8% 2% False True 1,261,711
10 125-270 123-190 2-080 1.8% 0-318 0.8% 1% False True 1,062,363
20 126-030 123-190 2-160 2.0% 0-270 0.7% 1% False True 572,147
40 126-030 121-110 4-240 3.8% 0-223 0.6% 48% False False 288,375
60 126-030 118-220 7-130 6.0% 0-193 0.5% 67% False False 192,318
80 126-030 117-140 8-210 7.0% 0-155 0.4% 71% False False 144,244
100 126-030 113-050 12-300 10.5% 0-134 0.3% 81% False False 115,397
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 0-050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-160
2.618 127-212
1.618 126-172
1.000 125-270
0.618 125-132
HIGH 124-230
0.618 124-092
0.500 124-050
0.382 124-008
LOW 123-190
0.618 122-288
1.000 122-150
1.618 121-248
2.618 120-208
4.250 118-260
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 124-050 124-112
PP 123-313 124-035
S1 123-257 123-278

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

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