ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	125-160	124-275	-0-205	-0.5%	125-035
High	125-225	125-275	0-050	0.1%	126-210
Low	124-195	124-255	0-060	0.2%	124-195
Close	125-000	125-265	0-265	0.7%	125-000
Range	1-030	1-020	-0-010	-2.9%	2-015
ATR	0-257	0-263	0-006	2.3%	0-000
Volume	90,169	94,834	4,665	5.2%	1,985,566

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-218	128-102	126-132
R3	127-198	127-082	126-038
R2	126-178	126-178	126-007
R1	126-062	126-062	125-296	126-120
PP	125-158	125-158	125-158	125-188
S1	125-042	125-042	125-234	125-100
S2	124-138	124-138	125-203
S3	123-118	124-022	125-172
S4	122-098	123-002	125-078

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-180	130-105	126-040
R3	129-165	128-090	125-180
R2	127-150	127-150	125-120
R1	126-075	126-075	125-060	125-265
PP	125-135	125-135	125-135	125-070
S1	124-060	124-060	124-260	123-250
S2	123-120	123-120	124-200
S3	121-105	122-045	124-140
S4	119-090	120-030	123-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-210	124-195	2-015	1.6%	0-279	0.7%	60%	False	False	178,258
10	126-280	124-195	2-085	1.8%	0-308	0.8%	54%	False	False	887,660
20	126-280	124-095	2-185	2.0%	0-260	0.6%	59%	False	False	967,992
40	126-280	121-145	5-135	4.3%	0-238	0.6%	81%	False	False	1,004,147
60	126-280	119-235	7-045	5.7%	0-227	0.6%	85%	False	False	1,007,988
80	126-280	118-000	8-280	7.1%	0-244	0.6%	88%	False	False	926,968
100	126-280	115-000	11-280	9.4%	0-247	0.6%	91%	False	False	742,649
120	126-280	113-150	13-130	10.7%	0-221	0.5%	92%	False	False	619,034

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-120
2.618	128-205
1.618	127-185
1.000	126-295
0.618	126-165
HIGH	125-275
0.618	125-145
0.500	125-105
0.382	125-065
LOW	124-255
0.618	124-045
1.000	123-235
1.618	123-025
2.618	122-005
4.250	120-090

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	125-212	125-205
PP	125-158	125-145
S1	125-105	125-085

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