ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 123-205 123-110 -0-095 -0.2% 123-280
High 123-290 124-010 0-040 0.1% 125-035
Low 123-060 122-300 -0-080 -0.2% 123-060
Close 123-125 123-290 0-165 0.4% 123-125
Range 0-230 1-030 0-120 52.2% 1-295
ATR 0-267 0-273 0-006 2.2% 0-000
Volume 993,334 899,810 -93,524 -9.4% 4,654,025
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-290 126-160 124-162
R3 125-260 125-130 124-066
R2 124-230 124-230 124-034
R1 124-100 124-100 124-002 124-165
PP 123-200 123-200 123-200 123-232
S1 123-070 123-070 123-258 123-135
S2 122-170 122-170 123-226
S3 121-140 122-040 123-194
S4 120-110 121-010 123-098
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
5 125-035 122-300 2-055 1.8% 0-311 0.8% 45% False True 1,110,767
10 125-270 122-300 2-290 2.3% 0-316 0.8% 33% False True 1,126,987
20 126-030 122-300 3-050 2.5% 0-285 0.7% 31% False True 665,300
40 126-030 121-110 4-240 3.8% 0-228 0.6% 54% False False 335,660
60 126-030 118-220 7-130 6.0% 0-200 0.5% 70% False False 223,870
80 126-030 117-140 8-210 7.0% 0-162 0.4% 75% False False 167,908
100 126-030 113-050 12-300 10.4% 0-139 0.4% 83% False False 134,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-218
2.618 126-286
1.618 125-256
1.000 125-040
0.618 124-226
HIGH 124-010
0.618 123-196
0.500 123-155
0.382 123-114
LOW 122-300
0.618 122-084
1.000 121-270
1.618 121-054
2.618 120-024
4.250 118-092
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 123-245 123-282
PP 123-200 123-273
S1 123-155 123-265

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

View Archives - Comment on this page... - Back to Index of Symbols