ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	122-000	121-180	-0-140	-0.4%	122-115
High	122-110	122-100	-0-010	0.0%	122-275
Low	121-165	121-145	-0-020	-0.1%	121-265
Close	121-210	122-075	0-185	0.5%	121-295
Range	0-265	0-275	0-010	3.8%	1-010
ATR	0-220	0-224	0-004	1.8%	0-000
Volume	797,657	1,082,549	284,892	35.7%	4,110,467

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-085	122-226
R3	123-230	123-130	122-151
R2	122-275	122-275	122-125
R1	122-175	122-175	122-100	122-225
PP	122-000	122-000	122-000	122-025
S1	121-220	121-220	122-050	121-270
S2	121-045	121-045	122-025
S3	120-090	120-265	121-319
S4	119-135	119-310	121-244

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	122-150	121-145	1-005	0.8%	0-199	0.5%	77%	False	True	911,735
10	123-010	121-145	1-185	1.3%	0-196	0.5%	50%	False	True	1,048,406
20	123-010	119-240	3-090	2.7%	0-209	0.5%	76%	False	False	1,017,862
40	123-010	118-080	4-250	3.9%	0-250	0.6%	83%	False	False	895,588
60	123-010	115-000	8-010	6.6%	0-255	0.7%	90%	False	False	599,612
80	123-010	113-150	9-180	7.8%	0-220	0.6%	92%	False	False	449,976
100	123-010	113-150	9-180	7.8%	0-178	0.5%	92%	False	False	360,007

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	125-309
2.618	124-180
1.618	123-225
1.000	123-055
0.618	122-270
HIGH	122-100
0.618	121-315
0.500	121-282
0.382	121-250
LOW	121-145
0.618	120-295
1.000	120-190
1.618	120-020
2.618	119-065
4.250	117-256

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	122-038	122-039
PP	122-000	122-003
S1	121-282	121-288

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