ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 124-150 123-310 -0-160 -0.4% 123-250
High 124-150 123-310 -0-160 -0.4% 125-040
Low 124-150 123-230 -0-240 -0.6% 123-210
Close 124-050 123-290 -0-080 -0.2% 123-220
Range 0-000 0-080 0-080 1-150
ATR 0-141 0-141 0-000 0.0% 0-000
Volume 1 9 8 800.0% 13
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 124-197 124-163 124-014
R3 124-117 124-083 123-312
R2 124-037 124-037 123-305
R1 124-003 124-003 123-297 123-300
PP 123-277 123-277 123-277 123-265
S1 123-243 123-243 123-283 123-220
S2 123-197 123-197 123-275
S3 123-117 123-163 123-268
S4 123-037 123-083 123-246
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 128-180 127-190 124-158
R3 127-030 126-040 124-029
R2 125-200 125-200 123-306
R1 124-210 124-210 123-263 124-130
PP 124-050 124-050 124-050 124-010
S1 123-060 123-060 123-177 122-300
S2 122-220 122-220 123-134
S3 121-070 121-230 123-091
S4 119-240 120-080 122-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-230 1-090 1.0% 0-028 0.1% 15% False True 3
10 125-040 123-210 1-150 1.2% 0-020 0.1% 17% False False 3
20 125-040 122-200 2-160 2.0% 0-010 0.0% 51% False False 2
40 125-040 119-060 5-300 4.8% 0-013 0.0% 79% False False 3
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 0-000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 125-010
2.618 124-199
1.618 124-119
1.000 124-070
0.618 124-039
HIGH 123-310
0.618 123-279
0.500 123-270
0.382 123-261
LOW 123-230
0.618 123-181
1.000 123-150
1.618 123-101
2.618 123-021
4.250 122-210
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 123-283 124-115
PP 123-277 124-067
S1 123-270 124-018

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

View Archives - Comment on this page... - Back to Index of Symbols