ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 124-200 125-000 0-120 0.3% 123-250
High 124-200 125-000 0-120 0.3% 125-040
Low 124-200 125-000 0-120 0.3% 123-210
Close 124-200 124-310 0-110 0.3% 123-220
Range
ATR 0-141 0-139 -0-001 -1.1% 0-000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 124-317 124-313 124-310
R3 124-317 124-313 124-310
R2 124-317 124-317 124-310
R1 124-313 124-313 124-310 124-315
PP 124-317 124-317 124-317 124-318
S1 124-313 124-313 124-310 124-315
S2 124-317 124-317 124-310
S3 124-317 124-313 124-310
S4 124-317 124-313 124-310
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-180 127-190 124-158
R3 127-030 126-040 124-029
R2 125-200 125-200 123-306
R1 124-210 124-210 123-263 124-130
PP 124-050 124-050 124-050 124-010
S1 123-060 123-060 123-177 122-300
S2 122-220 122-220 123-134
S3 121-070 121-230 123-091
S4 119-240 120-080 122-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-040 124-100 0-260 0.7% 0-016 0.0% 81% False False 3
10 125-040 123-210 1-150 1.2% 0-012 0.0% 89% False False 2
20 125-040 121-190 3-170 2.8% 0-016 0.0% 96% False False 2
40 125-040 119-060 5-300 4.8% 0-011 0.0% 97% False False 3
Crabel Price Patterns
NR False
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
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 31-Aug-2010
Pivot 1 day 3 day
R1 125-000 124-277
PP 124-317 124-243
S1 124-313 124-210

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

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