ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 123-280 124-280 1-000 0.8% 123-310
High 124-290 125-035 0-065 0.2% 125-270
Low 123-250 124-100 0-170 0.4% 123-210
Close 124-270 124-140 -0-130 -0.3% 124-010
Range 1-040 0-255 -0-105 -29.2% 2-060
ATR 0-264 0-263 -0-001 -0.2% 0-000
Volume 1,327,998 1,075,498 -252,500 -19.0% 5,716,039
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-003 126-167 124-280
R3 126-068 125-232 124-210
R2 125-133 125-133 124-187
R1 124-297 124-297 124-163 124-248
PP 124-198 124-198 124-198 124-174
S1 124-042 124-042 124-117 123-312
S2 123-263 123-263 124-093
S3 123-008 123-107 124-070
S4 122-073 122-172 124-000
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 131-023 129-237 125-075
R3 128-283 127-177 124-202
R2 126-223 126-223 124-138
R1 125-117 125-117 124-074 126-010
PP 124-163 124-163 124-163 124-270
S1 123-057 123-057 123-266 123-270
S2 122-103 122-103 123-202
S3 120-043 120-317 123-138
S4 117-303 118-257 122-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-200 123-210 1-310 1.6% 0-315 0.8% 40% False False 1,255,356
10 126-030 123-210 2-140 2.0% 0-316 0.8% 32% False False 968,229
20 126-030 123-210 2-140 2.0% 0-260 0.7% 32% False False 510,139
40 126-030 120-170 5-180 4.5% 0-221 0.6% 70% False False 256,949
60 126-030 118-220 7-130 6.0% 0-187 0.5% 78% False False 171,365
80 126-030 117-140 8-210 7.0% 0-150 0.4% 81% False False 128,530
100 126-030 113-050 12-300 10.4% 0-130 0.3% 87% False False 102,825
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 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-159
2.618 127-063
1.618 126-128
1.000 125-290
0.618 125-193
HIGH 125-035
0.618 124-258
0.500 124-228
0.382 124-197
LOW 124-100
0.618 123-262
1.000 123-165
1.618 123-007
2.618 122-072
4.250 120-296
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 124-228 124-134
PP 124-198 124-128
S1 124-169 124-122

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.