ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 121-070 120-170 -0-220 -0.6% 121-240
High 121-110 121-120 0-010 0.0% 121-270
Low 120-230 120-170 -0-060 -0.2% 120-290
Close 120-230 121-100 0-190 0.5% 120-310
Range 0-200 0-270 0-070 35.0% 0-300
ATR 0-160 0-168 0-008 4.9% 0-000
Volume 99 182 83 83.8% 843
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-193 123-097 121-248
R3 122-243 122-147 121-174
R2 121-293 121-293 121-150
R1 121-197 121-197 121-125 121-245
PP 121-023 121-023 121-023 121-048
S1 120-247 120-247 121-075 120-295
S2 120-073 120-073 121-050
S3 119-123 119-297 121-026
S4 118-173 119-027 120-272
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
5 121-120 120-170 0-270 0.7% 0-156 0.4% 93% True True 243
10 122-020 120-170 1-170 1.3% 0-152 0.4% 51% False True 351
20 122-020 118-220 3-120 2.8% 0-132 0.3% 78% False False 205
40 122-020 117-140 4-200 3.8% 0-086 0.2% 84% False False 114
60 122-020 113-050 8-290 7.3% 0-074 0.2% 92% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 124-308
2.618 123-187
1.618 122-237
1.000 122-070
0.618 121-287
HIGH 121-120
0.618 121-017
0.500 120-305
0.382 120-273
LOW 120-170
0.618 120-003
1.000 119-220
1.618 119-053
2.618 118-103
4.250 116-302
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 121-062 121-062
PP 121-023 121-023
S1 120-305 120-305

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

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