ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 124-210 124-290 0-080 0.2% 124-290
High 124-300 125-290 0-310 0.8% 125-140
Low 124-140 124-280 0-140 0.4% 124-120
Close 124-250 125-190 0-260 0.7% 124-210
Range 0-160 1-010 0-170 106.3% 1-020
ATR 0-194 0-206 0-012 6.1% 0-000
Volume 73,211 114,409 41,198 56.3% 285,752
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-177 128-033 126-052
R3 127-167 127-023 125-281
R2 126-157 126-157 125-250
R1 126-013 126-013 125-220 126-085
PP 125-147 125-147 125-147 125-182
S1 125-003 125-003 125-160 125-075
S2 124-137 124-137 125-130
S3 123-127 123-313 125-099
S4 122-117 122-303 125-008
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-003 127-127 125-077
R3 126-303 126-107 124-304
R2 125-283 125-283 124-272
R1 125-087 125-087 124-241 125-015
PP 124-263 124-263 124-263 124-228
S1 124-067 124-067 124-179 123-315
S2 123-243 123-243 124-148
S3 122-223 123-047 124-116
S4 121-203 122-027 124-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-290 124-120 1-170 1.2% 0-240 0.6% 80% True False 87,575
10 125-290 124-110 1-180 1.2% 0-203 0.5% 80% True False 52,048
20 125-290 121-120 4-170 3.6% 0-198 0.5% 93% True False 29,078
40 125-290 120-170 5-120 4.3% 0-178 0.4% 94% True False 14,976
60 125-290 118-100 7-190 6.0% 0-139 0.3% 96% True False 9,997
80 125-290 114-240 11-050 8.9% 0-123 0.3% 97% True False 7,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 130-092
2.618 128-194
1.618 127-184
1.000 126-300
0.618 126-174
HIGH 125-290
0.618 125-164
0.500 125-125
0.382 125-086
LOW 124-280
0.618 124-076
1.000 123-270
1.618 123-066
2.618 122-056
4.250 120-158
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 125-168 125-145
PP 125-147 125-100
S1 125-125 125-055

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

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