ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 125-025 125-185 0-160 0.4% 123-245
High 125-215 125-235 0-020 0.0% 124-220
Low 125-025 125-060 0-035 0.1% 123-125
Close 125-195 125-110 -0-085 -0.2% 124-185
Range 0-190 0-175 -0-015 -7.9% 1-095
ATR 0-217 0-214 -0-003 -1.4% 0-000
Volume 1,296,534 1,139,396 -157,138 -12.1% 5,256,314
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-020 126-240 125-206
R3 126-165 126-065 125-158
R2 125-310 125-310 125-142
R1 125-210 125-210 125-126 125-172
PP 125-135 125-135 125-135 125-116
S1 125-035 125-035 125-094 124-318
S2 124-280 124-280 125-078
S3 124-105 124-180 125-062
S4 123-250 124-005 125-014
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
5 125-235 123-250 1-305 1.6% 0-209 0.5% 80% True False 1,084,733
10 125-235 123-065 2-170 2.0% 0-203 0.5% 85% True False 1,077,415
20 125-235 122-065 3-170 2.8% 0-207 0.5% 89% True False 1,062,062
40 125-235 119-240 5-315 4.8% 0-210 0.5% 93% True False 1,048,465
60 125-235 118-260 6-295 5.5% 0-235 0.6% 94% True False 972,636
80 125-235 115-000 10-235 8.6% 0-246 0.6% 96% True False 731,582
100 125-235 113-150 12-085 9.8% 0-220 0.5% 97% True False 585,487
120 125-235 113-150 12-085 9.8% 0-185 0.5% 97% True False 487,928
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-019
2.618 127-053
1.618 126-198
1.000 126-090
0.618 126-023
HIGH 125-235
0.618 125-168
0.500 125-148
0.382 125-127
LOW 125-060
0.618 124-272
1.000 124-205
1.618 124-097
2.618 123-242
4.250 122-276
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 125-148 125-075
PP 125-135 125-040
S1 125-122 125-005

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

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