ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 124-135 125-140 1-005 0.8% 123-110
High 125-150 125-305 0-155 0.4% 124-210
Low 124-090 125-140 1-050 0.9% 122-300
Close 125-120 125-180 0-060 0.1% 124-045
Range 1-060 0-165 -0-215 -56.6% 1-230
ATR 0-266 0-260 -0-006 -2.2% 0-000
Volume 1,371,539 1,266,555 -104,984 -7.7% 5,841,811
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-063 126-287 125-271
R3 126-218 126-122 125-225
R2 126-053 126-053 125-210
R1 125-277 125-277 125-195 126-005
PP 125-208 125-208 125-208 125-232
S1 125-112 125-112 125-165 125-160
S2 125-043 125-043 125-150
S3 124-198 124-267 125-135
S4 124-033 124-102 125-089
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
5 125-305 123-165 2-140 1.9% 0-246 0.6% 84% True False 1,186,425
10 125-305 122-300 3-005 2.4% 0-260 0.6% 87% True False 1,155,669
20 126-030 122-300 3-050 2.5% 0-288 0.7% 83% False False 1,061,949
40 126-030 121-120 4-230 3.8% 0-243 0.6% 89% False False 545,514
60 126-030 120-170 5-180 4.4% 0-215 0.5% 90% False False 363,967
80 126-030 118-100 7-250 6.2% 0-176 0.4% 93% False False 272,985
100 126-030 114-240 11-110 9.0% 0-156 0.4% 95% False False 218,392
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 0-074
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-046
2.618 127-097
1.618 126-252
1.000 126-150
0.618 126-087
HIGH 125-305
0.618 125-242
0.500 125-222
0.382 125-203
LOW 125-140
0.618 125-038
1.000 124-295
1.618 124-193
2.618 124-028
4.250 123-079
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 125-222 125-119
PP 125-208 125-058
S1 125-194 124-318

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

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