ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 125-070 125-200 0-130 0.3% 123-150
High 125-270 125-240 -0-030 -0.1% 125-120
Low 125-070 125-200 0-130 0.3% 123-090
Close 125-280 125-180 -0-100 -0.2% 124-190
Range 0-200 0-040 -0-160 -80.0% 2-030
ATR 0-172 0-165 -0-007 -3.8% 0-000
Volume 83 292 209 251.8% 402
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 126-007 125-293 125-202
R3 125-287 125-253 125-191
R2 125-247 125-247 125-187
R1 125-213 125-213 125-184 125-210
PP 125-207 125-207 125-207 125-205
S1 125-173 125-173 125-176 125-170
S2 125-167 125-167 125-173
S3 125-127 125-133 125-169
S4 125-087 125-093 125-158
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% 0-146 0.4% 78% False False 380
10 125-270 123-010 2-260 2.2% 0-165 0.4% 90% False False 199
20 125-270 122-100 3-170 2.8% 0-126 0.3% 92% False False 118
40 125-270 121-190 4-080 3.4% 0-071 0.2% 93% False False 60
60 125-270 119-060 6-210 5.3% 0-049 0.1% 96% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-090
2.618 126-025
1.618 125-305
1.000 125-280
0.618 125-265
HIGH 125-240
0.618 125-225
0.500 125-220
0.382 125-215
LOW 125-200
0.618 125-175
1.000 125-160
1.618 125-135
2.618 125-095
4.250 125-030
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 125-220 125-148
PP 125-207 125-117
S1 125-193 125-085

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

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