ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 125-000 125-000 0-000 0.0% 122-170
High 125-120 125-110 -0-010 0.0% 123-240
Low 124-280 124-280 0-000 0.0% 122-100
Close 124-290 124-300 0-010 0.0% 123-140
Range 0-160 0-150 -0-010 -6.3% 1-140
ATR 0-168 0-167 -0-001 -0.8% 0-000
Volume 74 43 -31 -41.9% 19
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-147 126-053 125-062
R3 125-317 125-223 125-021
R2 125-167 125-167 125-008
R1 125-073 125-073 124-314 125-045
PP 125-017 125-017 125-017 125-002
S1 124-243 124-243 124-286 124-215
S2 124-187 124-187 124-272
S3 124-037 124-093 124-259
S4 123-207 123-263 124-218
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-153 126-287 124-073
R3 126-013 125-147 123-266
R2 124-193 124-193 123-224
R1 124-007 124-007 123-182 124-100
PP 123-053 123-053 123-053 123-100
S1 122-187 122-187 123-098 122-280
S2 121-233 121-233 123-056
S3 120-093 121-047 123-014
S4 118-273 119-227 122-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-120 123-090 2-030 1.7% 0-178 0.4% 79% False False 27
10 125-120 122-100 3-020 2.5% 0-131 0.3% 86% False False 15
20 125-120 122-100 3-020 2.5% 0-100 0.3% 86% False False 26
40 125-120 121-050 4-070 3.4% 0-056 0.1% 90% False False 14
60 125-120 119-060 6-060 5.0% 0-041 0.1% 93% False False 12
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-108
2.618 126-183
1.618 126-033
1.000 125-260
0.618 125-203
HIGH 125-110
0.618 125-053
0.500 125-035
0.382 125-017
LOW 124-280
0.618 124-187
1.000 124-130
1.618 124-037
2.618 123-207
4.250 122-282
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 125-035 124-258
PP 125-017 124-217
S1 124-318 124-175

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

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