ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 120-300 120-310 0-010 0.0% 121-240
High 121-030 121-110 0-080 0.2% 121-270
Low 120-290 120-310 0-020 0.1% 120-290
Close 120-310 121-050 0-060 0.2% 120-310
Range 0-060 0-120 0-060 100.0% 0-300
ATR 0-160 0-157 -0-003 -1.8% 0-000
Volume 163 594 431 264.4% 843
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-090 122-030 121-116
R3 121-290 121-230 121-083
R2 121-170 121-170 121-072
R1 121-110 121-110 121-061 121-140
PP 121-050 121-050 121-050 121-065
S1 120-310 120-310 121-039 121-020
S2 120-250 120-250 121-028
S3 120-130 120-190 121-017
S4 120-010 120-070 120-304
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-017 123-143 121-155
R3 123-037 122-163 121-072
R2 122-057 122-057 121-045
R1 121-183 121-183 121-018 121-130
PP 121-077 121-077 121-077 121-050
S1 120-203 120-203 120-282 120-150
S2 120-097 120-097 120-255
S3 119-117 119-223 120-228
S4 118-137 118-243 120-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-270 120-290 0-300 0.8% 0-116 0.3% 27% False False 287
10 122-020 120-220 1-120 1.1% 0-138 0.4% 34% False False 331
20 122-020 118-220 3-120 2.8% 0-108 0.3% 73% False False 192
40 122-020 117-090 4-250 3.9% 0-074 0.2% 81% False False 108
60 122-020 113-050 8-290 7.4% 0-066 0.2% 90% False False 74
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
4.250 122-300
2.618 122-104
1.618 121-304
1.000 121-230
0.618 121-184
HIGH 121-110
0.618 121-064
0.500 121-050
0.382 121-036
LOW 120-310
0.618 120-236
1.000 120-190
1.618 120-116
2.618 119-316
4.250 119-120
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 121-050 121-048
PP 121-050 121-047
S1 121-050 121-045

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

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