ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 124-060 123-280 -0-100 -0.3% 123-110
High 124-155 124-115 -0-040 -0.1% 124-210
Low 123-200 123-165 -0-035 -0.1% 122-300
Close 123-290 124-045 0-075 0.2% 124-045
Range 0-275 0-270 -0-005 -1.8% 1-230
ATR 0-266 0-266 0-000 0.1% 0-000
Volume 1,335,183 1,132,590 -202,593 -15.2% 5,841,811
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-172 126-058 124-194
R3 125-222 125-108 124-119
R2 124-272 124-272 124-094
R1 124-158 124-158 124-070 124-215
PP 124-002 124-002 124-002 124-030
S1 123-208 123-208 124-020 123-265
S2 123-052 123-052 123-316
S3 122-102 122-258 123-291
S4 121-152 121-308 123-216
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-022 128-103 125-028
R3 127-112 126-193 124-196
R2 125-202 125-202 124-146
R1 124-283 124-283 124-095 125-082
PP 123-292 123-292 123-292 124-031
S1 123-053 123-053 123-315 123-172
S2 122-062 122-062 123-264
S3 120-152 121-143 123-214
S4 118-242 119-233 123-062
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% 0-265 0.7% 70% False False 1,168,362
10 125-035 122-300 2-055 1.7% 0-294 0.7% 55% False False 1,158,373
20 126-030 122-300 3-050 2.5% 0-291 0.7% 38% False False 903,196
40 126-030 121-110 4-240 3.8% 0-237 0.6% 59% False False 458,990
60 126-030 120-050 5-300 4.8% 0-210 0.5% 67% False False 306,233
80 126-030 117-140 8-210 7.0% 0-169 0.4% 77% False False 229,683
100 126-030 114-090 11-260 9.5% 0-149 0.4% 83% False False 183,748
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-087
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-302
2.618 126-182
1.618 125-232
1.000 125-065
0.618 124-282
HIGH 124-115
0.618 124-012
0.500 123-300
0.382 123-268
LOW 123-165
0.618 122-318
1.000 122-215
1.618 122-048
2.618 121-098
4.250 119-298
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 124-023 124-039
PP 124-002 124-033
S1 123-300 124-028

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

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