ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 123-280 124-055 0-095 0.2% 123-110
High 124-115 124-150 0-035 0.1% 124-210
Low 123-165 124-010 0-165 0.4% 122-300
Close 124-045 124-130 0-085 0.2% 124-045
Range 0-270 0-140 -0-130 -48.1% 1-230
ATR 0-266 0-257 -0-009 -3.4% 0-000
Volume 1,132,590 826,261 -306,329 -27.0% 5,841,811
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 125-197 125-143 124-207
R3 125-057 125-003 124-168
R2 124-237 124-237 124-156
R1 124-183 124-183 124-143 124-210
PP 124-097 124-097 124-097 124-110
S1 124-043 124-043 124-117 124-070
S2 123-277 123-277 124-104
S3 123-137 123-223 124-092
S4 122-317 123-083 124-053
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-022 128-103 125-028
R3 127-112 126-193 124-196
R2 125-202 125-202 124-146
R1 124-283 124-283 124-095 125-082
PP 123-292 123-292 123-292 124-031
S1 123-053 123-053 123-315 123-172
S2 122-062 122-062 123-264
S3 120-152 121-143 123-214
S4 118-242 119-233 123-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 123-165 1-045 0.9% 0-223 0.6% 78% False False 1,153,652
10 125-035 122-300 2-055 1.7% 0-267 0.7% 68% False False 1,132,209
20 126-030 122-300 3-050 2.5% 0-286 0.7% 47% False False 939,425
40 126-030 121-110 4-240 3.8% 0-236 0.6% 64% False False 479,593
60 126-030 120-050 5-300 4.8% 0-210 0.5% 72% False False 320,003
80 126-030 117-140 8-210 7.0% 0-170 0.4% 81% False False 240,010
100 126-030 114-240 11-110 9.1% 0-150 0.4% 85% False False 192,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 126-105
2.618 125-197
1.618 125-057
1.000 124-290
0.618 124-237
HIGH 124-150
0.618 124-097
0.500 124-080
0.382 124-063
LOW 124-010
0.618 123-243
1.000 123-190
1.618 123-103
2.618 122-283
4.250 122-055
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 124-113 124-087
PP 124-097 124-043
S1 124-080 124-000

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

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