ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 123-220 123-190 -0-030 -0.1% 123-290
High 123-220 123-190 -0-030 -0.1% 124-060
Low 123-130 123-010 -0-120 -0.3% 122-230
Close 123-160 123-070 -0-090 -0.2% 122-220
Range 0-090 0-180 0-090 100.0% 1-150
ATR 0-147 0-149 0-002 1.6% 0-000
Volume 3 2 -1 -33.3% 351
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-310 124-210 123-169
R3 124-130 124-030 123-120
R2 123-270 123-270 123-103
R1 123-170 123-170 123-086 123-130
PP 123-090 123-090 123-090 123-070
S1 122-310 122-310 123-054 122-270
S2 122-230 122-230 123-037
S3 122-050 122-130 123-020
S4 121-190 121-270 122-291
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
5 123-240 122-100 1-140 1.2% 0-084 0.2% 63% False False 3
10 124-060 122-100 1-280 1.5% 0-105 0.3% 48% False False 37
20 125-040 122-100 2-260 2.3% 0-058 0.1% 32% False False 19
40 125-040 120-070 4-290 4.0% 0-034 0.1% 61% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-315
2.618 125-021
1.618 124-161
1.000 124-050
0.618 123-301
HIGH 123-190
0.618 123-121
0.500 123-100
0.382 123-079
LOW 123-010
0.618 122-219
1.000 122-150
1.618 122-039
2.618 121-179
4.250 120-205
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 123-100 123-125
PP 123-090 123-107
S1 123-080 123-088

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

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