ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	123-030	123-175	0-145	0.4%	121-300
High	123-240	123-220	-0-020	-0.1%	123-135
Low	123-000	123-000	0-000	0.0%	121-145
Close	123-160	123-055	-0-105	-0.3%	123-065
Range	0-240	0-220	-0-020	-8.3%	1-310
ATR	0-227	0-227	-0-001	-0.2%	0-000
Volume	1,067,189	1,171,157	103,968	9.7%	5,296,217

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-112	124-303	123-176
R3	124-212	124-083	123-116
R2	123-312	123-312	123-095
R1	123-183	123-183	123-075	123-138
PP	123-092	123-092	123-092	123-069
S1	122-283	122-283	123-035	122-238
S2	122-192	122-192	123-015
S3	121-292	122-063	122-314
S4	121-072	121-163	122-254

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	123-240	122-175	1-065	1.0%	0-220	0.6%	52%	False	False	1,103,012
10	123-240	121-145	2-095	1.9%	0-220	0.6%	75%	False	False	1,051,269
20	123-240	121-035	2-205	2.1%	0-211	0.5%	78%	False	False	1,083,156
40	123-240	118-260	4-300	4.0%	0-238	0.6%	88%	False	False	1,044,256
60	123-240	115-210	8-030	6.6%	0-261	0.7%	93%	False	False	713,176
80	123-240	113-150	10-090	8.3%	0-230	0.6%	94%	False	False	535,139
100	123-240	113-150	10-090	8.3%	0-192	0.5%	94%	False	False	428,251
120	123-240	113-150	10-090	8.3%	0-160	0.4%	94%	False	False	356,877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-195
2.618	125-156
1.618	124-256
1.000	124-120
0.618	124-036
HIGH	123-220
0.618	123-136
0.500	123-110
0.382	123-084
LOW	123-000
0.618	122-184
1.000	122-100
1.618	121-284
2.618	121-064
4.250	120-025

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	123-110	123-108
PP	123-092	123-090
S1	123-073	123-072

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