ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 123-250 125-000 1-070 1.0% 124-160
High 123-250 125-000 1-070 1.0% 124-160
Low 123-210 125-000 1-110 1.1% 123-280
Close 124-020 124-290 0-270 0.7% 123-280
Range 0-040 0-000 -0-040 -100.0% 0-200
ATR 0-122 0-134 0-013 10.5% 0-000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-310 124-300 124-290
R3 124-310 124-300 124-290
R2 124-310 124-310 124-290
R1 124-300 124-300 124-290 124-305
PP 124-310 124-310 124-310 124-312
S1 124-300 124-300 124-290 124-305
S2 124-310 124-310 124-290
S3 124-310 124-300 124-290
S4 124-310 124-300 124-290
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-307 125-173 124-070
R3 125-107 124-293 124-015
R2 124-227 124-227 123-317
R1 124-093 124-093 123-298 124-060
PP 124-027 124-027 124-027 124-010
S1 123-213 123-213 123-262 123-180
S2 123-147 123-147 123-243
S3 122-267 123-013 123-225
S4 122-067 122-133 123-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-210 1-110 1.1% 0-008 0.0% 93% True False 1
10 125-000 123-160 1-160 1.2% 0-004 0.0% 94% True False 1
20 125-000 120-240 4-080 3.4% 0-012 0.0% 98% True False 1
40 125-000 118-310 6-010 4.8% 0-015 0.0% 98% True False 5
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-000
2.618 125-000
1.618 125-000
1.000 125-000
0.618 125-000
HIGH 125-000
0.618 125-000
0.500 125-000
0.382 125-000
LOW 125-000
0.618 125-000
1.000 125-000
1.618 125-000
2.618 125-000
4.250 125-000
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 125-000 124-228
PP 124-310 124-167
S1 124-300 124-105

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

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