ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 123-150 122-310 -0-160 -0.4% 123-290
High 123-150 122-310 -0-160 -0.4% 124-060
Low 123-050 122-230 -0-140 -0.4% 122-230
Close 122-300 122-220 -0-080 -0.2% 122-220
Range 0-100 0-080 -0-020 -20.0% 1-150
ATR 0-156 0-150 -0-005 -3.5% 0-000
Volume 330 4 -326 -98.8% 351
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-173 123-117 122-264
R3 123-093 123-037 122-242
R2 123-013 123-013 122-235
R1 122-277 122-277 122-227 122-265
PP 122-253 122-253 122-253 122-248
S1 122-197 122-197 122-213 122-185
S2 122-173 122-173 122-205
S3 122-093 122-117 122-198
S4 122-013 122-037 122-176
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-193 126-197 123-158
R3 126-043 125-047 123-029
R2 124-213 124-213 122-306
R1 123-217 123-217 122-263 123-140
PP 123-063 123-063 123-063 123-025
S1 122-067 122-067 122-177 121-310
S2 121-233 121-233 122-134
S3 120-083 120-237 122-091
S4 118-253 119-087 121-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 122-230 1-150 1.2% 0-126 0.3% -2% False True 70
10 125-000 122-230 2-090 1.9% 0-077 0.2% -1% False True 37
20 125-040 122-230 2-130 2.0% 0-042 0.1% -1% False True 19
40 125-040 120-070 4-290 4.0% 0-026 0.1% 50% False False 11
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
4.250 124-010
2.618 123-199
1.618 123-119
1.000 123-070
0.618 123-039
HIGH 122-310
0.618 122-279
0.500 122-270
0.382 122-261
LOW 122-230
0.618 122-181
1.000 122-150
1.618 122-101
2.618 122-021
4.250 121-210
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 122-270 123-145
PP 122-253 123-063
S1 122-237 122-302

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

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