ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 123-200 124-110 0-230 0.6% 122-270
High 124-110 124-260 0-150 0.4% 123-250
Low 123-150 124-110 0-280 0.7% 122-160
Close 124-040 124-250 0-210 0.5% 123-230
Range 0-280 0-150 -0-130 -46.4% 1-090
ATR 0-186 0-188 0-002 1.3% 0-000
Volume 5,263 17,034 11,771 223.7% 37,873
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-017 125-283 125-012
R3 125-187 125-133 124-291
R2 125-037 125-037 124-278
R1 124-303 124-303 124-264 125-010
PP 124-207 124-207 124-207 124-220
S1 124-153 124-153 124-236 124-180
S2 124-057 124-057 124-222
S3 123-227 124-003 124-209
S4 123-077 123-173 124-168
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 127-057 126-233 124-136
R3 125-287 125-143 124-023
R2 124-197 124-197 123-305
R1 124-053 124-053 123-268 124-125
PP 123-107 123-107 123-107 123-142
S1 122-283 122-283 123-192 123-035
S2 122-017 122-017 123-155
S3 120-247 121-193 123-117
S4 119-157 120-103 123-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-260 122-210 2-050 1.7% 0-190 0.5% 99% True False 12,613
10 124-260 121-280 2-300 2.4% 0-188 0.5% 99% True False 7,709
20 124-260 121-110 3-150 2.8% 0-176 0.4% 99% True False 4,603
40 124-260 118-220 6-040 4.9% 0-154 0.4% 99% True False 2,404
60 124-260 117-140 7-120 5.9% 0-116 0.3% 100% True False 1,610
80 124-260 113-050 11-210 9.3% 0-099 0.2% 100% True False 1,209
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-258
2.618 126-013
1.618 125-183
1.000 125-090
0.618 125-033
HIGH 124-260
0.618 124-203
0.500 124-185
0.382 124-167
LOW 124-110
0.618 124-017
1.000 123-280
1.618 123-187
2.618 123-037
4.250 122-112
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 124-228 124-182
PP 124-207 124-113
S1 124-185 124-045

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

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