ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	121-300	122-000	0-020	0.1%	122-115
High	122-110	122-110	0-000	0.0%	122-275
Low	121-285	121-165	-0-120	-0.3%	121-265
Close	122-035	121-210	-0-145	-0.4%	121-295
Range	0-145	0-265	0-120	82.8%	1-010
ATR	0-217	0-220	0-003	1.6%	0-000
Volume	674,825	797,657	122,832	18.2%	4,110,467

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-103	123-262	122-036
R3	123-158	122-317	121-283
R2	122-213	122-213	121-259
R1	122-052	122-052	121-234	122-000
PP	121-268	121-268	121-268	121-242
S1	121-107	121-107	121-186	121-055
S2	121-003	121-003	121-161
S3	120-058	120-162	121-137
S4	119-113	119-217	121-064

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-095	124-205	122-156
R3	124-085	123-195	122-066
R2	123-075	123-075	122-036
R1	122-185	122-185	122-005	122-125
PP	122-065	122-065	122-065	122-035
S1	121-175	121-175	121-265	121-115
S2	121-055	121-055	121-234
S3	120-045	120-165	121-204
S4	119-035	119-155	121-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-275	121-165	1-110	1.1%	0-177	0.5%	10%	False	True	885,112
10	123-010	121-165	1-165	1.2%	0-187	0.5%	9%	False	True	1,026,823
20	123-010	119-240	3-090	2.7%	0-208	0.5%	58%	False	False	1,006,642
40	123-010	118-080	4-250	3.9%	0-250	0.6%	71%	False	False	869,100
60	123-010	115-000	8-010	6.6%	0-253	0.7%	83%	False	False	581,591
80	123-010	113-150	9-180	7.9%	0-216	0.6%	86%	False	False	436,447
100	123-010	113-150	9-180	7.9%	0-175	0.4%	86%	False	False	349,182

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	0-058
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	125-276
2.618	124-164
1.618	123-219
1.000	123-055
0.618	122-274
HIGH	122-110
0.618	122-009
0.500	121-298
0.382	121-266
LOW	121-165
0.618	121-001
1.000	120-220
1.618	120-056
2.618	119-111
4.250	117-319

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	121-298	121-298
PP	121-268	121-268
S1	121-239	121-239

Download as Excel Spreadsheet

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

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