ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 125-275 126-110 0-155 0.4% 124-055
High 126-155 126-140 -0-015 0.0% 126-025
Low 125-235 126-025 0-110 0.3% 124-010
Close 126-140 126-050 -0-090 -0.2% 125-070
Range 0-240 0-115 -0-125 -52.1% 2-015
ATR 0-254 0-244 -0-010 -3.9% 0-000
Volume 1,270,991 1,101,603 -169,388 -13.3% 5,745,138
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-097 127-028 126-113
R3 126-302 126-233 126-082
R2 126-187 126-187 126-071
R1 126-118 126-118 126-061 126-095
PP 126-072 126-072 126-072 126-060
S1 126-003 126-003 126-039 125-300
S2 125-277 125-277 126-029
S3 125-162 125-208 126-018
S4 125-047 125-093 125-307
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 131-080 130-090 126-110
R3 129-065 128-075 125-250
R2 127-050 127-050 125-190
R1 126-060 126-060 125-130 126-215
PP 125-035 125-035 125-035 125-112
S1 124-045 124-045 125-010 124-200
S2 123-020 123-020 124-270
S3 121-005 122-030 124-210
S4 118-310 120-015 124-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-155 125-050 1-105 1.1% 0-211 0.5% 75% False False 1,091,360
10 126-155 123-165 2-310 2.4% 0-228 0.6% 89% False False 1,138,892
20 126-155 122-300 3-175 2.8% 0-262 0.6% 91% False False 1,164,513
40 126-155 122-210 3-265 3.0% 0-246 0.6% 91% False False 681,633
60 126-155 120-170 5-305 4.7% 0-219 0.5% 94% False False 454,877
80 126-155 118-220 7-255 6.2% 0-186 0.5% 96% False False 341,193
100 126-155 116-070 10-085 8.1% 0-157 0.4% 97% False False 272,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 127-309
2.618 127-121
1.618 127-006
1.000 126-255
0.618 126-211
HIGH 126-140
0.618 126-096
0.500 126-082
0.382 126-069
LOW 126-025
0.618 125-274
1.000 125-230
1.618 125-159
2.618 125-044
4.250 124-176
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 126-082 126-018
PP 126-072 125-305
S1 126-061 125-272

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

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