ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	124-275	125-260	0-305	0.8%	125-035
High	125-275	126-015	0-060	0.1%	126-210
Low	124-255	125-095	0-160	0.4%	124-195
Close	125-265	125-135	-0-130	-0.3%	125-000
Range	1-020	0-240	-0-100	-29.4%	2-015
ATR	0-263	0-261	-0-002	-0.6%	0-000
Volume	94,834	35,459	-59,375	-62.6%	1,985,566

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-268	127-122	125-267
R3	127-028	126-202	125-201
R2	126-108	126-108	125-179
R1	125-282	125-282	125-157	125-235
PP	125-188	125-188	125-188	125-165
S1	125-042	125-042	125-113	124-315
S2	124-268	124-268	125-091
S3	124-028	124-122	125-069
S4	123-108	123-202	125-003

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	126-160	124-195	1-285	1.5%	0-292	0.7%	43%	False	False	96,827
10	126-280	124-195	2-085	1.8%	0-298	0.7%	36%	False	False	743,068
20	126-280	124-195	2-085	1.8%	0-257	0.6%	36%	False	False	910,319
40	126-280	121-145	5-135	4.3%	0-237	0.6%	73%	False	False	985,092
60	126-280	119-240	7-040	5.7%	0-228	0.6%	80%	False	False	992,275
80	126-280	118-080	8-200	6.9%	0-244	0.6%	83%	False	False	927,096
100	126-280	115-000	11-280	9.5%	0-247	0.6%	88%	False	False	742,992
120	126-280	113-150	13-130	10.7%	0-223	0.6%	89%	False	False	619,329

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	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-075
2.618	128-003
1.618	127-083
1.000	126-255
0.618	126-163
HIGH	126-015
0.618	125-243
0.500	125-215
0.382	125-187
LOW	125-095
0.618	124-267
1.000	124-175
1.618	124-027
2.618	123-107
4.250	122-035

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	125-215	125-125
PP	125-188	125-115
S1	125-162	125-105

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