ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 125-210 125-080 -0-130 -0.3% 124-290
High 126-030 125-170 -0-180 -0.4% 125-140
Low 125-000 125-020 0-020 0.1% 124-120
Close 125-030 125-130 0-100 0.2% 124-210
Range 1-030 0-150 -0-200 -57.1% 1-020
ATR 0-216 0-211 -0-005 -2.2% 0-000
Volume 315,854 538,196 222,342 70.4% 285,752
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 126-237 126-173 125-212
R3 126-087 126-023 125-171
R2 125-257 125-257 125-158
R1 125-193 125-193 125-144 125-225
PP 125-107 125-107 125-107 125-122
S1 125-043 125-043 125-116 125-075
S2 124-277 124-277 125-102
S3 124-127 124-213 125-089
S4 123-297 124-063 125-048
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
5 126-030 124-140 1-210 1.3% 0-248 0.6% 58% False False 228,670
10 126-030 124-120 1-230 1.4% 0-223 0.6% 60% False False 134,189
20 126-030 122-140 3-210 2.9% 0-202 0.5% 81% False False 71,593
40 126-030 120-170 5-180 4.4% 0-182 0.5% 88% False False 36,324
60 126-030 118-100 7-250 6.2% 0-148 0.4% 91% False False 24,230
80 126-030 115-250 10-100 8.2% 0-128 0.3% 93% False False 18,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-168
2.618 126-243
1.618 126-093
1.000 126-000
0.618 125-263
HIGH 125-170
0.618 125-113
0.500 125-095
0.382 125-077
LOW 125-020
0.618 124-247
1.000 124-190
1.618 124-097
2.618 123-267
4.250 123-022
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 125-118 125-155
PP 125-107 125-147
S1 125-095 125-138

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

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