ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 121-250 121-120 -0-130 -0.3% 120-240
High 121-270 121-120 -0-150 -0.4% 122-020
Low 121-150 120-310 -0-160 -0.4% 120-220
Close 121-160 121-070 -0-090 -0.2% 121-120
Range 0-120 0-130 0-010 8.3% 1-120
ATR 0-164 0-164 0-000 0.3% 0-000
Volume 142 181 39 27.5% 1,873
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-130 122-070 121-142
R3 122-000 121-260 121-106
R2 121-190 121-190 121-094
R1 121-130 121-130 121-082 121-095
PP 121-060 121-060 121-060 121-042
S1 121-000 121-000 121-058 120-285
S2 120-250 120-250 121-046
S3 120-120 120-190 121-034
S4 119-310 120-060 120-318
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 125-160 124-260 122-042
R3 124-040 123-140 121-241
R2 122-240 122-240 121-201
R1 122-020 122-020 121-160 122-130
PP 121-120 121-120 121-120 121-175
S1 120-220 120-220 121-080 121-010
S2 120-000 120-000 121-039
S3 118-200 119-100 120-319
S4 117-080 117-300 120-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 120-310 1-030 0.9% 0-148 0.4% 23% False True 472
10 122-020 120-050 1-290 1.6% 0-148 0.4% 56% False False 282
20 122-020 118-220 3-120 2.8% 0-100 0.3% 75% False False 154
40 122-020 116-070 5-270 4.8% 0-070 0.2% 86% False False 90
60 122-020 113-050 8-290 7.3% 0-063 0.2% 91% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-032
2.618 122-140
1.618 122-010
1.000 121-250
0.618 121-200
HIGH 121-120
0.618 121-070
0.500 121-055
0.382 121-040
LOW 120-310
0.618 120-230
1.000 120-180
1.618 120-100
2.618 119-290
4.250 119-078
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 121-065 121-130
PP 121-060 121-110
S1 121-055 121-090

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

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