ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 122-020 122-200 0-180 0.5% 121-110
High 122-090 122-200 0-110 0.3% 122-200
Low 121-220 122-200 0-300 0.8% 121-110
Close 121-290 122-200 0-230 0.6% 122-200
Range 0-190 0-000 -0-190 -100.0% 1-090
ATR 0-127 0-135 0-007 5.7% 0-000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-200 122-200 122-200
R3 122-200 122-200 122-200
R2 122-200 122-200 122-200
R1 122-200 122-200 122-200 122-200
PP 122-200 122-200 122-200 122-200
S1 122-200 122-200 122-200 122-200
S2 122-200 122-200 122-200
S3 122-200 122-200 122-200
S4 122-200 122-200 122-200
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-013 125-197 123-106
R3 124-243 124-107 122-313
R2 123-153 123-153 122-275
R1 123-017 123-017 122-238 123-085
PP 122-063 122-063 122-063 122-098
S1 121-247 121-247 122-162 121-315
S2 120-293 120-293 122-125
S3 119-203 120-157 122-087
S4 118-113 119-067 121-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-200 121-110 1-090 1.0% 0-038 0.1% 100% True False 2
10 122-200 120-070 2-130 2.0% 0-019 0.0% 100% True False 2
20 122-200 119-060 3-140 2.8% 0-016 0.0% 100% True False 4
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-200
2.618 122-200
1.618 122-200
1.000 122-200
0.618 122-200
HIGH 122-200
0.618 122-200
0.500 122-200
0.382 122-200
LOW 122-200
0.618 122-200
1.000 122-200
1.618 122-200
2.618 122-200
4.250 122-200
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 122-200 122-145
PP 122-200 122-090
S1 122-200 122-035

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

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