ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 119-060 120-020 0-280 0.7% 120-060
High 119-060 120-020 0-280 0.7% 120-060
Low 119-060 120-020 0-280 0.7% 119-120
Close 119-060 119-280 0-220 0.6% 119-120
Range
ATR
Volume 18 18 0 0.0% 40
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-000 119-300 119-280
R3 120-000 119-300 119-280
R2 120-000 120-000 119-280
R1 119-300 119-300 119-280 119-310
PP 120-000 120-000 120-000 120-005
S1 119-300 119-300 119-280 119-310
S2 120-000 120-000 119-280
S3 120-000 119-300 119-280
S4 120-000 119-300 119-280
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-027 121-173 119-263
R3 121-087 120-233 119-192
R2 120-147 120-147 119-168
R1 119-293 119-293 119-144 119-250
PP 119-207 119-207 119-207 119-185
S1 119-033 119-033 119-096 118-310
S2 118-267 118-267 119-072
S3 118-007 118-093 119-048
S4 117-067 117-153 118-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-060 0-280 0.7% 0-026 0.1% 79% True False 13
10 120-060 119-060 1-000 0.8% 0-021 0.1% 69% False False 13
Crabel Price Patterns
NR False
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 0-001
Fibonacci Retracements and Extensions
4.250 120-020
2.618 120-020
1.618 120-020
1.000 120-020
0.618 120-020
HIGH 120-020
0.618 120-020
0.500 120-020
0.382 120-020
LOW 120-020
0.618 120-020
1.000 120-020
1.618 120-020
2.618 120-020
4.250 120-020
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 120-020 119-253
PP 120-000 119-227
S1 119-300 119-200

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

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