ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 125-000 124-280 -0-040 -0.1% 123-150
High 125-110 124-310 -0-120 -0.3% 125-120
Low 124-280 124-190 -0-090 -0.2% 123-090
Close 124-300 124-190 -0-110 -0.3% 124-190
Range 0-150 0-120 -0-030 -20.0% 2-030
ATR 0-167 0-163 -0-003 -2.0% 0-000
Volume 43 272 229 532.6% 402
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 125-270 125-190 124-256
R3 125-150 125-070 124-223
R2 125-030 125-030 124-212
R1 124-270 124-270 124-201 124-250
PP 124-230 124-230 124-230 124-220
S1 124-150 124-150 124-179 124-130
S2 124-110 124-110 124-168
S3 123-310 124-030 124-157
S4 123-190 123-230 124-124
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 130-223 129-237 125-238
R3 128-193 127-207 125-054
R2 126-163 126-163 124-313
R1 125-177 125-177 124-251 126-010
PP 124-133 124-133 124-133 124-210
S1 123-147 123-147 124-129 123-300
S2 122-103 122-103 124-067
S3 120-073 121-117 124-006
S4 118-043 119-087 123-142
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% 0-202 0.5% 63% False False 80
10 125-120 122-100 3-020 2.5% 0-135 0.3% 74% False False 42
20 125-120 122-100 3-020 2.5% 0-106 0.3% 74% False False 39
40 125-120 121-110 4-010 3.2% 0-059 0.1% 81% False False 20
60 125-120 119-060 6-060 5.0% 0-042 0.1% 87% False False 16
Crabel Price Patterns
NR True
NR4 True
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 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-180
2.618 125-304
1.618 125-184
1.000 125-110
0.618 125-064
HIGH 124-310
0.618 124-264
0.500 124-250
0.382 124-236
LOW 124-190
0.618 124-116
1.000 124-070
1.618 123-316
2.618 123-196
4.250 123-000
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 124-250 124-315
PP 124-230 124-273
S1 124-210 124-232

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

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