ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	125-245	126-150	0-225	0.6%	125-185
High	126-240	126-280	0-040	0.1%	126-080
Low	125-230	125-260	0-030	0.1%	125-065
Close	126-130	125-295	-0-155	-0.4%	125-170
Range	1-010	1-020	0-010	3.0%	1-015
ATR	0-223	0-231	0-008	3.8%	0-000
Volume	1,481,375	1,823,856	342,481	23.1%	5,293,179

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-125	128-230	126-162
R3	128-105	127-210	126-068
R2	127-085	127-085	126-037
R1	126-190	126-190	126-006	126-128
PP	126-065	126-065	126-065	126-034
S1	125-170	125-170	125-264	125-108
S2	125-045	125-045	125-233
S3	124-025	124-150	125-202
S4	123-005	123-130	125-108

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-257	128-068	126-034
R3	127-242	127-053	125-262
R2	126-227	126-227	125-231
R1	126-038	126-038	125-201	125-285
PP	125-212	125-212	125-212	125-175
S1	125-023	125-023	125-139	124-270
S2	124-197	124-197	125-109
S3	123-182	124-008	125-078
S4	122-167	122-313	124-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-280	125-065	1-215	1.3%	0-280	0.7%	43%	True	False	1,287,281
10	126-280	125-060	1-220	1.3%	0-230	0.6%	44%	True	False	1,130,303
20	126-280	122-245	4-035	3.3%	0-219	0.5%	77%	True	False	1,099,910
40	126-280	121-145	5-135	4.3%	0-213	0.5%	82%	True	False	1,079,959
60	126-280	118-260	8-020	6.4%	0-224	0.6%	88%	True	False	1,067,167
80	126-280	116-100	10-180	8.4%	0-251	0.6%	91%	True	False	858,385
100	126-280	113-240	13-040	10.4%	0-231	0.6%	93%	True	False	686,986
120	126-280	113-150	13-130	10.6%	0-203	0.5%	93%	True	False	572,625

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 53 trading days

Fibonacci Retracements and Extensions
4.250	131-125
2.618	129-210
1.618	128-190
1.000	127-300
0.618	127-170
HIGH	126-280
0.618	126-150
0.500	126-110
0.382	126-070
LOW	125-260
0.618	125-050
1.000	124-240
1.618	124-030
2.618	123-010
4.250	121-095

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	126-110	126-028
PP	126-065	126-010
S1	126-020	125-312

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