ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 124-290 125-210 0-240 0.6% 124-290
High 125-290 126-030 0-060 0.1% 125-140
Low 124-280 125-000 0-040 0.1% 124-120
Close 125-190 125-030 -0-160 -0.4% 124-210
Range 1-010 1-030 0-020 6.1% 1-020
ATR 0-206 0-216 0-010 5.0% 0-000
Volume 114,409 315,854 201,445 176.1% 285,752
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-217 127-313 125-222
R3 127-187 126-283 125-126
R2 126-157 126-157 125-094
R1 125-253 125-253 125-062 125-190
PP 125-127 125-127 125-127 125-095
S1 124-223 124-223 124-318 124-160
S2 124-097 124-097 124-286
S3 123-067 123-193 124-254
S4 122-037 122-163 124-158
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
5 126-030 124-120 1-230 1.4% 0-276 0.7% 42% True False 140,119
10 126-030 124-120 1-230 1.4% 0-223 0.6% 42% True False 81,930
20 126-030 121-280 4-070 3.4% 0-206 0.5% 76% True False 44,820
40 126-030 120-170 5-180 4.4% 0-182 0.5% 82% True False 22,871
60 126-030 118-100 7-250 6.2% 0-145 0.4% 87% True False 15,261
80 126-030 115-090 10-260 8.6% 0-127 0.3% 91% True False 11,451
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 0-062
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 130-238
2.618 128-306
1.618 127-276
1.000 127-060
0.618 126-246
HIGH 126-030
0.618 125-216
0.500 125-175
0.382 125-134
LOW 125-000
0.618 124-104
1.000 123-290
1.618 123-074
2.618 122-044
4.250 120-112
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 125-175 125-085
PP 125-127 125-067
S1 125-078 125-048

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

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