ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 124-130 123-205 -0-245 -0.6% 123-280
High 124-230 123-290 -0-260 -0.7% 125-035
Low 123-190 123-060 -0-130 -0.3% 123-060
Close 123-200 123-125 -0-075 -0.2% 123-125
Range 1-040 0-230 -0-130 -36.1% 1-295
ATR 0-270 0-267 -0-003 -1.1% 0-000
Volume 1,257,195 993,334 -263,861 -21.0% 4,654,025
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 125-208 125-077 123-252
R3 124-298 124-167 123-188
R2 124-068 124-068 123-167
R1 123-257 123-257 123-146 123-208
PP 123-158 123-158 123-158 123-134
S1 123-027 123-027 123-104 122-298
S2 122-248 122-248 123-083
S3 122-018 122-117 123-062
S4 121-108 121-207 122-318
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-212 128-143 124-143
R3 127-237 126-168 123-294
R2 125-262 125-262 123-238
R1 124-193 124-193 123-181 124-080
PP 123-287 123-287 123-287 123-230
S1 122-218 122-218 123-069 122-105
S2 121-312 121-312 123-012
S3 120-017 120-243 122-276
S4 118-042 118-268 122-107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-035 123-060 1-295 1.6% 1-003 0.8% 11% False True 1,148,384
10 125-270 123-060 2-210 2.2% 1-006 0.8% 8% False True 1,107,877
20 126-030 123-060 2-290 2.4% 0-274 0.7% 7% False True 621,033
40 126-030 121-110 4-240 3.8% 0-225 0.6% 43% False False 313,179
60 126-030 118-220 7-130 6.0% 0-197 0.5% 64% False False 208,874
80 126-030 117-140 8-210 7.0% 0-157 0.4% 69% False False 156,661
100 126-030 113-050 12-300 10.5% 0-136 0.3% 79% False False 125,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-052
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-308
2.618 125-252
1.618 125-022
1.000 124-200
0.618 124-112
HIGH 123-290
0.618 123-202
0.500 123-175
0.382 123-148
LOW 123-060
0.618 122-238
1.000 122-150
1.618 122-008
2.618 121-098
4.250 120-042
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 123-175 124-048
PP 123-158 123-287
S1 123-142 123-206

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

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