ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 125-140 125-170 0-030 0.1% 123-110
High 125-305 126-025 0-040 0.1% 124-210
Low 125-140 125-110 -0-030 -0.1% 122-300
Close 125-180 125-185 0-005 0.0% 124-045
Range 0-165 0-235 0-070 42.4% 1-230
ATR 0-260 0-258 -0-002 -0.7% 0-000
Volume 1,266,555 1,147,377 -119,178 -9.4% 5,841,811
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-278 127-147 125-314
R3 127-043 126-232 125-250
R2 126-128 126-128 125-228
R1 125-317 125-317 125-207 126-062
PP 125-213 125-213 125-213 125-246
S1 125-082 125-082 125-163 125-148
S2 124-298 124-298 125-142
S3 124-063 124-167 125-120
S4 123-148 123-252 125-056
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
5 126-025 123-165 2-180 2.0% 0-238 0.6% 80% True False 1,148,864
10 126-025 122-300 3-045 2.5% 0-248 0.6% 84% True False 1,144,687
20 126-025 122-300 3-045 2.5% 0-282 0.7% 84% True False 1,103,525
40 126-030 121-280 4-070 3.4% 0-244 0.6% 88% False False 574,172
60 126-030 120-170 5-180 4.4% 0-215 0.5% 91% False False 383,089
80 126-030 118-100 7-250 6.2% 0-179 0.4% 93% False False 287,327
100 126-030 115-090 10-260 8.6% 0-158 0.4% 95% False False 229,865
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-064
2.618 128-000
1.618 127-085
1.000 126-260
0.618 126-170
HIGH 126-025
0.618 125-255
0.500 125-228
0.382 125-200
LOW 125-110
0.618 124-285
1.000 124-195
1.618 124-050
2.618 123-135
4.250 122-071
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 125-228 125-142
PP 125-213 125-100
S1 125-199 125-058

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

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