ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 124-220 125-070 0-170 0.4% 123-150
High 125-120 125-270 0-150 0.4% 125-120
Low 124-220 125-070 0-170 0.4% 123-090
Close 125-120 125-280 0-160 0.4% 124-190
Range 0-220 0-200 -0-020 -9.1% 2-030
ATR 0-169 0-172 0-002 1.3% 0-000
Volume 1,210 83 -1,127 -93.1% 402
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 127-167 127-103 126-070
R3 126-287 126-223 126-015
R2 126-087 126-087 125-317
R1 126-023 126-023 125-298 126-055
PP 125-207 125-207 125-207 125-222
S1 125-143 125-143 125-262 125-175
S2 125-007 125-007 125-243
S3 124-127 124-263 125-225
S4 123-247 124-063 125-170
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
5 125-270 124-190 1-080 1.0% 0-170 0.4% 103% True False 336
10 125-270 123-010 2-260 2.2% 0-170 0.4% 101% True False 170
20 125-270 122-100 3-170 2.8% 0-124 0.3% 101% True False 104
40 125-270 121-190 4-080 3.4% 0-070 0.2% 101% True False 53
60 125-270 119-060 6-210 5.3% 0-049 0.1% 100% True False 37
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-160
2.618 127-154
1.618 126-274
1.000 126-150
0.618 126-074
HIGH 125-270
0.618 125-194
0.500 125-170
0.382 125-146
LOW 125-070
0.618 124-266
1.000 124-190
1.618 124-066
2.618 123-186
4.250 122-180
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 125-243 125-210
PP 125-207 125-140
S1 125-170 125-070

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

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