ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 123-110 123-275 0-165 0.4% 123-280
High 124-010 124-160 0-150 0.4% 125-035
Low 122-300 123-255 0-275 0.7% 123-060
Close 123-290 124-140 0-170 0.4% 123-125
Range 1-030 0-225 -0-125 -35.7% 1-295
ATR 0-273 0-270 -0-003 -1.3% 0-000
Volume 899,810 1,149,897 250,087 27.8% 4,654,025
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-113 126-032 124-264
R3 125-208 125-127 124-202
R2 124-303 124-303 124-181
R1 124-222 124-222 124-161 124-262
PP 124-078 124-078 124-078 124-099
S1 123-317 123-317 124-119 124-038
S2 123-173 123-173 124-099
S3 122-268 123-092 124-078
S4 122-043 122-187 124-016
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 1.7% 0-284 0.7% 69% False False 1,075,146
10 125-270 122-300 2-290 2.3% 0-292 0.7% 52% False False 1,142,128
20 126-030 122-300 3-050 2.5% 0-286 0.7% 48% False False 722,124
40 126-030 121-110 4-240 3.8% 0-231 0.6% 65% False False 364,345
60 126-030 118-220 7-130 6.0% 0-204 0.5% 78% False False 243,033
80 126-030 117-140 8-210 7.0% 0-163 0.4% 81% False False 182,282
100 126-030 113-050 12-300 10.4% 0-142 0.4% 87% False False 145,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-063
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-156
2.618 126-109
1.618 125-204
1.000 125-065
0.618 124-299
HIGH 124-160
0.618 124-074
0.500 124-048
0.382 124-021
LOW 123-255
0.618 123-116
1.000 123-030
1.618 122-211
2.618 121-306
4.250 120-259
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 124-109 124-063
PP 124-078 123-307
S1 124-048 123-230

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

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