ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 118-090 117-300 -0-110 -0.3% 116-190
High 118-090 118-120 0-030 0.1% 119-300
Low 117-060 117-180 0-120 0.3% 116-050
Close 117-250 117-280 0-030 0.1% 118-180
Range 1-030 0-260 -0-090 -25.7% 3-250
ATR 0-264 0-264 0-000 -0.1% 0-000
Volume 18,434 9,126 -9,308 -50.5% 41,376
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 120-120 119-300 118-103
R3 119-180 119-040 118-032
R2 118-240 118-240 118-008
R1 118-100 118-100 117-304 118-040
PP 117-300 117-300 117-300 117-270
S1 117-160 117-160 117-256 117-100
S2 117-040 117-040 117-232
S3 116-100 116-220 117-208
S4 115-160 115-280 117-137
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 129-180 127-270 120-206
R3 125-250 124-020 119-193
R2 122-000 122-000 119-082
R1 120-090 120-090 118-291 121-045
PP 118-070 118-070 118-070 118-208
S1 116-160 116-160 118-069 117-115
S2 114-140 114-140 117-278
S3 110-210 112-230 117-167
S4 106-280 108-300 116-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-300 116-260 3-040 2.7% 1-146 1.2% 34% False False 12,699
10 119-300 115-210 4-090 3.6% 1-011 0.9% 52% False False 7,451
20 119-300 114-260 5-040 4.3% 0-249 0.7% 60% False False 4,463
40 119-300 113-150 6-150 5.5% 0-168 0.4% 68% False False 2,684
60 119-300 113-150 6-150 5.5% 0-114 0.3% 68% False False 1,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-065
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-265
2.618 120-161
1.618 119-221
1.000 119-060
0.618 118-281
HIGH 118-120
0.618 118-021
0.500 117-310
0.382 117-279
LOW 117-180
0.618 117-019
1.000 116-240
1.618 116-079
2.618 115-139
4.250 114-035
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 117-310 118-110
PP 117-300 118-060
S1 117-290 118-010

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

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