ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 124-270 125-105 0-155 0.4% 124-275
High 125-160 125-205 0-045 0.1% 126-015
Low 124-270 125-020 0-070 0.2% 124-075
Close 125-145 125-070 -0-075 -0.2% 124-135
Range 0-210 0-185 -0-025 -11.9% 1-260
ATR 0-263 0-258 -0-006 -2.1% 0-000
Volume 8,287 11,959 3,672 44.3% 189,766
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-013 126-227 125-172
R3 126-148 126-042 125-121
R2 125-283 125-283 125-104
R1 125-177 125-177 125-087 125-138
PP 125-098 125-098 125-098 125-079
S1 124-312 124-312 125-053 124-272
S2 124-233 124-233 125-036
S3 124-048 124-127 125-019
S4 123-183 123-262 124-288
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 130-108 129-062 125-134
R3 128-168 127-122 124-294
R2 126-228 126-228 124-241
R1 125-182 125-182 124-188 125-075
PP 124-288 124-288 124-288 124-235
S1 123-242 123-242 124-082 123-135
S2 123-028 123-028 124-029
S3 121-088 121-302 123-296
S4 119-148 120-042 123-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-210 124-000 1-210 1.3% 0-254 0.6% 74% False False 18,072
10 126-160 124-000 2-160 2.0% 0-273 0.7% 49% False False 57,449
20 126-280 124-000 2-280 2.3% 0-274 0.7% 42% False False 654,443
40 126-280 122-065 4-215 3.7% 0-238 0.6% 65% False False 845,634
60 126-280 120-025 6-255 5.4% 0-230 0.6% 76% False False 919,030
80 126-280 118-260 8-020 6.4% 0-239 0.6% 79% False False 924,485
100 126-280 115-000 11-280 9.5% 0-252 0.6% 86% False False 743,807
120 126-280 113-150 13-130 10.7% 0-230 0.6% 88% False False 620,014
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 0-052
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-031
2.618 127-049
1.618 126-184
1.000 126-070
0.618 125-319
HIGH 125-205
0.618 125-134
0.500 125-112
0.382 125-091
LOW 125-020
0.618 124-226
1.000 124-155
1.618 124-041
2.618 123-176
4.250 122-194
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 125-112 125-028
PP 125-098 124-305
S1 125-084 124-262

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

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