ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 125-090 124-270 -0-140 -0.3% 123-240
High 125-090 125-070 -0-020 0.0% 124-280
Low 124-230 124-220 -0-010 0.0% 123-150
Close 124-270 124-240 -0-030 -0.1% 124-240
Range 0-180 0-170 -0-010 -5.6% 1-130
ATR 0-186 0-185 -0-001 -0.6% 0-000
Volume 22,071 53,132 31,061 140.7% 64,691
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-153 126-047 125-014
R3 125-303 125-197 124-287
R2 125-133 125-133 124-271
R1 125-027 125-027 124-256 124-315
PP 124-283 124-283 124-283 124-268
S1 124-177 124-177 124-224 124-145
S2 124-113 124-113 124-209
S3 123-263 124-007 124-193
S4 123-093 123-157 124-146
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-187 128-023 125-168
R3 127-057 126-213 125-044
R2 125-247 125-247 125-002
R1 125-083 125-083 124-281 125-165
PP 124-117 124-117 124-117 124-158
S1 123-273 123-273 124-199 124-035
S2 122-307 122-307 124-158
S3 121-177 122-143 124-116
S4 120-047 121-013 123-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-140 124-120 1-020 0.9% 0-170 0.4% 35% False False 23,741
10 125-140 122-210 2-250 2.2% 0-180 0.5% 75% False False 18,177
20 125-140 121-110 4-030 3.3% 0-178 0.4% 83% False False 10,204
40 125-140 119-250 5-210 4.5% 0-167 0.4% 88% False False 5,366
60 125-140 117-140 8-000 6.4% 0-128 0.3% 91% False False 3,588
80 125-140 114-090 11-050 8.9% 0-110 0.3% 94% False False 2,693
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-152
2.618 126-195
1.618 126-025
1.000 125-240
0.618 125-175
HIGH 125-070
0.618 125-005
0.500 124-305
0.382 124-285
LOW 124-220
0.618 124-115
1.000 124-050
1.618 123-265
2.618 123-095
4.250 122-138
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 124-305 125-020
PP 124-283 124-307
S1 124-262 124-273

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

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