ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 125-040 124-240 -0-120 -0.3% 124-160
High 125-040 124-240 -0-120 -0.3% 124-160
Low 125-020 124-240 -0-100 -0.2% 123-280
Close 124-140 124-240 0-100 0.3% 123-280
Range 0-020 0-000 -0-020 -100.0% 0-200
ATR 0-130 0-128 -0-002 -1.6% 0-000
Volume 4 3 -1 -25.0% 5
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-240 124-240 124-240
R3 124-240 124-240 124-240
R2 124-240 124-240 124-240
R1 124-240 124-240 124-240 124-240
PP 124-240 124-240 124-240 124-240
S1 124-240 124-240 124-240 124-240
S2 124-240 124-240 124-240
S3 124-240 124-240 124-240
S4 124-240 124-240 124-240
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
5 125-040 123-210 1-150 1.2% 0-012 0.0% 74% False False 2
10 125-040 123-210 1-150 1.2% 0-006 0.0% 74% False False 1
20 125-040 121-110 3-250 3.0% 0-012 0.0% 90% False False 1
40 125-040 119-060 5-300 4.8% 0-010 0.0% 94% False 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 True
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-240
2.618 124-240
1.618 124-240
1.000 124-240
0.618 124-240
HIGH 124-240
0.618 124-240
0.500 124-240
0.382 124-240
LOW 124-240
0.618 124-240
1.000 124-240
1.618 124-240
2.618 124-240
4.250 124-240
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 124-240 124-300
PP 124-240 124-280
S1 124-240 124-260

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

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