ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 125-135 124-280 -0-175 -0.4% 124-085
High 125-170 125-130 -0-040 -0.1% 125-205
Low 124-245 124-210 -0-035 -0.1% 124-000
Close 125-000 125-075 0-075 0.2% 125-075
Range 0-245 0-240 -0-005 -2.0% 1-205
ATR 0-257 0-256 -0-001 -0.5% 0-000
Volume 10,428 10,912 484 4.6% 52,228
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-112 127-013 125-207
R3 126-192 126-093 125-141
R2 125-272 125-272 125-119
R1 125-173 125-173 125-097 125-222
PP 125-032 125-032 125-032 125-056
S1 124-253 124-253 125-053 124-302
S2 124-112 124-112 125-031
S3 123-192 124-013 125-009
S4 122-272 123-093 124-263
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-282 129-063 126-044
R3 128-077 127-178 125-219
R2 126-192 126-192 125-171
R1 125-293 125-293 125-123 126-082
PP 124-307 124-307 124-307 125-041
S1 124-088 124-088 125-027 124-198
S2 123-102 123-102 124-299
S3 121-217 122-203 124-251
S4 120-012 120-318 124-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-205 124-000 1-205 1.3% 0-242 0.6% 75% False False 10,445
10 126-015 124-000 2-015 1.6% 0-268 0.7% 60% False False 33,216
20 126-280 124-000 2-280 2.3% 0-275 0.7% 43% False False 535,973
40 126-280 122-065 4-215 3.7% 0-239 0.6% 65% False False 790,209
60 126-280 121-035 5-245 4.6% 0-230 0.6% 72% False False 887,858
80 126-280 118-260 8-020 6.4% 0-238 0.6% 80% False False 917,233
100 126-280 115-210 11-070 9.0% 0-252 0.6% 85% False False 743,989
120 126-280 113-150 13-130 10.7% 0-233 0.6% 88% False False 620,162
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-190
2.618 127-118
1.618 126-198
1.000 126-050
0.618 125-278
HIGH 125-130
0.618 125-038
0.500 125-010
0.382 124-302
LOW 124-210
0.618 124-062
1.000 123-290
1.618 123-142
2.618 122-222
4.250 121-150
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 125-053 125-066
PP 125-032 125-057
S1 125-010 125-048

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

View Archives - Comment on this page... - Back to Index of Symbols