ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	122-185	123-120	0-255	0.7%	121-300
High	123-135	123-135	0-000	0.0%	123-135
Low	122-175	122-295	0-120	0.3%	121-145
Close	123-065	123-010	-0-055	-0.1%	123-065
Range	0-280	0-160	-0-120	-42.9%	1-310
ATR	0-233	0-228	-0-005	-2.2%	0-000
Volume	1,431,773	1,137,303	-294,470	-20.6%	5,296,217

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-200	124-105	123-098
R3	124-040	123-265	123-054
R2	123-200	123-200	123-039
R1	123-105	123-105	123-025	123-072
PP	123-040	123-040	123-040	123-024
S1	122-265	122-265	122-315	122-232
S2	122-200	122-200	122-301
S3	122-040	122-105	122-286
S4	121-200	121-265	122-242

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-192	127-278	124-092
R3	126-202	125-288	123-238
R2	124-212	124-212	123-180
R1	123-298	123-298	123-123	124-095
PP	122-222	122-222	122-222	122-280
S1	121-308	121-308	123-007	122-105
S2	120-232	120-232	122-270
S3	118-242	119-318	122-212
S4	116-252	118-008	122-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-135	121-145	1-310	1.6%	0-257	0.7%	80%	True	False	1,151,739
10	123-135	121-145	1-310	1.6%	0-210	0.5%	80%	True	False	1,054,398
20	123-135	119-240	3-215	3.0%	0-214	0.5%	89%	True	False	1,063,642
40	123-135	118-260	4-195	3.7%	0-244	0.6%	92%	True	False	988,719
60	123-135	115-000	8-135	6.8%	0-261	0.7%	95%	True	False	664,162
80	123-135	113-150	9-305	8.1%	0-224	0.6%	96%	True	False	498,454
100	123-135	113-150	9-305	8.1%	0-185	0.5%	96%	True	False	398,792

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	0-045
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-175
2.618	124-234
1.618	124-074
1.000	123-295
0.618	123-234
HIGH	123-135
0.618	123-074
0.500	123-055
0.382	123-036
LOW	122-295
0.618	122-196
1.000	122-135
1.618	122-036
2.618	121-196
4.250	120-255

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	123-055	122-292
PP	123-040	122-255
S1	123-025	122-218

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