ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 122-060 122-100 0-040 0.1% 120-310
High 122-170 122-260 0-090 0.2% 122-160
Low 122-060 122-050 -0-010 0.0% 120-170
Close 122-120 122-200 0-080 0.2% 122-100
Range 0-110 0-210 0-100 90.9% 1-310
ATR 0-166 0-169 0-003 1.9% 0-000
Volume 738 1,710 972 131.7% 2,606
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 124-160 124-070 122-316
R3 123-270 123-180 122-258
R2 123-060 123-060 122-238
R1 122-290 122-290 122-219 123-015
PP 122-170 122-170 122-170 122-192
S1 122-080 122-080 122-181 122-125
S2 121-280 121-280 122-162
S3 121-070 121-190 122-142
S4 120-180 120-300 122-084
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 127-220 126-310 123-126
R3 125-230 125-000 122-273
R2 123-240 123-240 122-216
R1 123-010 123-010 122-158 123-125
PP 121-250 121-250 121-250 121-308
S1 121-020 121-020 122-042 121-135
S2 119-260 119-260 121-304
S3 117-270 119-030 121-247
S4 115-280 117-040 121-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-260 121-140 1-120 1.1% 0-164 0.4% 86% True False 1,336
10 122-260 120-170 2-090 1.9% 0-160 0.4% 92% True False 790
20 122-260 119-250 3-010 2.5% 0-156 0.4% 94% True False 529
40 122-260 117-140 5-120 4.4% 0-103 0.3% 97% True False 280
60 122-260 114-090 8-170 7.0% 0-088 0.2% 98% True False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-192
2.618 124-170
1.618 123-280
1.000 123-150
0.618 123-070
HIGH 122-260
0.618 122-180
0.500 122-155
0.382 122-130
LOW 122-050
0.618 121-240
1.000 121-160
1.618 121-030
2.618 120-140
4.250 119-118
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 122-185 122-183
PP 122-170 122-167
S1 122-155 122-150

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

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