ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 124-110 124-060 -0-050 -0.1% 123-280
High 124-210 124-155 -0-055 -0.1% 125-035
Low 124-005 123-200 -0-125 -0.3% 123-060
Close 124-060 123-290 -0-090 -0.2% 123-125
Range 0-205 0-275 0-070 34.1% 1-295
ATR 0-265 0-266 0-001 0.3% 0-000
Volume 1,324,331 1,335,183 10,852 0.8% 4,654,025
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-187 126-033 124-121
R3 125-232 125-078 124-046
R2 124-277 124-277 124-020
R1 124-123 124-123 123-315 124-062
PP 124-002 124-002 124-002 123-291
S1 123-168 123-168 123-265 123-108
S2 123-047 123-047 123-240
S3 122-092 122-213 123-214
S4 121-137 121-258 123-139
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
5 124-210 122-300 1-230 1.4% 0-257 0.6% 56% False False 1,140,511
10 125-035 122-300 2-055 1.8% 0-283 0.7% 45% False False 1,201,111
20 126-030 122-300 3-050 2.5% 0-292 0.7% 31% False False 851,339
40 126-030 121-110 4-240 3.8% 0-235 0.6% 54% False False 430,771
60 126-030 119-250 6-100 5.1% 0-209 0.5% 65% False False 287,357
80 126-030 117-140 8-210 7.0% 0-169 0.4% 75% False False 215,526
100 126-030 114-090 11-260 9.5% 0-146 0.4% 81% False False 172,422
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 0-080
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-044
2.618 126-235
1.618 125-280
1.000 125-110
0.618 125-005
HIGH 124-155
0.618 124-050
0.500 124-018
0.382 123-305
LOW 123-200
0.618 123-030
1.000 122-245
1.618 122-075
2.618 121-120
4.250 119-311
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 124-018 124-045
PP 124-002 124-020
S1 123-306 123-315

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

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