ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 123-290 123-290 0-000 0.0% 124-200
High 123-290 124-030 0-060 0.2% 125-000
Low 123-000 123-290 0-290 0.7% 123-000
Close 123-120 124-060 0-260 0.7% 123-120
Range 0-290 0-060 -0-230 -79.3% 2-000
ATR 0-151 0-157 0-006 3.7% 0-000
Volume 2 7 5 250.0% 18
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-200 124-190 124-093
R3 124-140 124-130 124-076
R2 124-080 124-080 124-071
R1 124-070 124-070 124-066 124-075
PP 124-020 124-020 124-020 124-022
S1 124-010 124-010 124-054 124-015
S2 123-280 123-280 124-049
S3 123-220 123-270 124-044
S4 123-160 123-210 124-027
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-253 128-187 124-152
R3 127-253 126-187 123-296
R2 125-253 125-253 123-237
R1 124-187 124-187 123-179 124-060
PP 123-253 123-253 123-253 123-190
S1 122-187 122-187 123-061 122-060
S2 121-253 121-253 123-003
S3 119-253 120-187 122-264
S4 117-253 118-187 122-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-000 2-000 1.6% 0-086 0.2% 59% False False 4
10 125-040 123-000 2-040 1.7% 0-051 0.1% 56% False False 3
20 125-040 123-000 2-040 1.7% 0-028 0.1% 56% False False 2
40 125-040 119-060 5-300 4.8% 0-018 0.0% 84% False False 3
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 3 trading days
Fibonacci Retracements and Extensions
4.250 124-285
2.618 124-187
1.618 124-127
1.000 124-090
0.618 124-067
HIGH 124-030
0.618 124-007
0.500 124-000
0.382 123-313
LOW 123-290
0.618 123-253
1.000 123-230
1.618 123-193
2.618 123-133
4.250 123-035
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 124-040 123-312
PP 124-020 123-243
S1 124-000 123-175

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

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