ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 121-180 122-075 0-215 0.6% 122-115
High 122-100 122-285 0-185 0.5% 122-275
Low 121-145 121-300 0-155 0.4% 121-265
Close 122-075 122-250 0-175 0.4% 121-295
Range 0-275 0-305 0-030 10.9% 1-010
ATR 0-224 0-230 0-006 2.6% 0-000
Volume 1,082,549 1,309,413 226,864 21.0% 4,110,467
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-127 125-013 123-098
R3 124-142 124-028 123-014
R2 123-157 123-157 122-306
R1 123-043 123-043 122-278 123-100
PP 122-172 122-172 122-172 122-200
S1 122-058 122-058 122-222 122-115
S2 121-187 121-187 122-194
S3 120-202 121-073 122-166
S4 119-217 120-088 122-082
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
5 122-285 121-145 1-140 1.2% 0-219 0.6% 92% True False 999,526
10 123-010 121-145 1-185 1.3% 0-207 0.5% 84% False False 1,043,484
20 123-010 119-240 3-090 2.7% 0-214 0.5% 92% False False 1,034,868
40 123-010 118-260 4-070 3.4% 0-249 0.6% 94% False False 927,923
60 123-010 115-000 8-010 6.5% 0-259 0.7% 97% False False 621,422
80 123-010 113-150 9-180 7.8% 0-223 0.6% 97% False False 466,344
100 123-010 113-150 9-180 7.8% 0-181 0.5% 97% False False 373,101
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 0-060
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 126-301
2.618 125-123
1.618 124-138
1.000 123-270
0.618 123-153
HIGH 122-285
0.618 122-168
0.500 122-132
0.382 122-097
LOW 121-300
0.618 121-112
1.000 120-315
1.618 120-127
2.618 119-142
4.250 117-284
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 122-211 122-185
PP 122-172 122-120
S1 122-132 122-055

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

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