ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 123-300 124-185 0-205 0.5% 123-245
High 124-220 124-240 0-020 0.1% 124-220
Low 123-250 124-145 0-215 0.5% 123-125
Close 124-185 124-165 -0-020 -0.1% 124-185
Range 0-290 0-095 -0-195 -67.2% 1-095
ATR 0-220 0-211 -0-009 -4.1% 0-000
Volume 1,229,062 569,763 -659,299 -53.6% 5,256,314
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 125-148 125-092 124-217
R3 125-053 124-317 124-191
R2 124-278 124-278 124-182
R1 124-222 124-222 124-174 124-202
PP 124-183 124-183 124-183 124-174
S1 124-127 124-127 124-156 124-108
S2 124-088 124-088 124-148
S3 123-313 124-032 124-139
S4 123-218 123-257 124-113
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-035 127-205 125-093
R3 126-260 126-110 124-299
R2 125-165 125-165 124-261
R1 125-015 125-015 124-223 125-090
PP 124-070 124-070 124-070 124-108
S1 123-240 123-240 124-147 123-315
S2 122-295 122-295 124-109
S3 121-200 122-145 124-071
S4 120-105 121-050 123-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 123-130 1-110 1.1% 0-205 0.5% 83% True False 928,174
10 124-240 122-065 2-175 2.0% 0-202 0.5% 91% True False 1,001,397
20 124-240 121-145 3-095 2.6% 0-216 0.5% 93% True False 1,040,301
40 124-240 119-235 5-005 4.0% 0-211 0.5% 95% True False 1,027,986
60 124-240 118-000 6-240 5.4% 0-239 0.6% 97% True False 913,294
80 124-240 115-000 9-240 7.8% 0-244 0.6% 98% True False 686,313
100 124-240 113-150 11-090 9.1% 0-213 0.5% 98% True False 549,243
120 124-240 113-150 11-090 9.1% 0-180 0.5% 98% True False 457,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 126-004
2.618 125-169
1.618 125-074
1.000 125-015
0.618 124-299
HIGH 124-240
0.618 124-204
0.500 124-192
0.382 124-181
LOW 124-145
0.618 124-086
1.000 124-050
1.618 123-311
2.618 123-216
4.250 123-061
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 124-192 124-123
PP 124-183 124-082
S1 124-174 124-040

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

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