ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 126-035 126-060 0-025 0.1% 125-075
High 126-080 126-175 0-095 0.2% 126-155
Low 125-185 126-055 0-190 0.5% 125-070
Close 126-025 126-150 0-125 0.3% 126-025
Range 0-215 0-120 -0-095 -44.2% 1-085
ATR 0-249 0-242 -0-007 -2.8% 0-000
Volume 1,209,047 749,892 -459,155 -38.0% 5,862,862
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-167 127-118 126-216
R3 127-047 126-318 126-183
R2 126-247 126-247 126-172
R1 126-198 126-198 126-161 126-222
PP 126-127 126-127 126-127 126-139
S1 126-078 126-078 126-139 126-102
S2 126-007 126-007 126-128
S3 125-207 125-278 126-117
S4 125-087 125-158 126-084
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 129-232 129-053 126-248
R3 128-147 127-288 126-136
R2 127-062 127-062 126-099
R1 126-203 126-203 126-062 126-292
PP 125-297 125-297 125-297 126-021
S1 125-118 125-118 125-308 125-208
S2 124-212 124-212 125-271
S3 123-127 124-033 125-234
S4 122-042 122-268 125-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-175 125-100 1-075 1.0% 0-209 0.5% 94% True False 1,161,866
10 126-175 124-090 2-085 1.8% 0-229 0.6% 97% True False 1,153,163
20 126-175 122-300 3-195 2.9% 0-248 0.6% 98% True False 1,142,686
40 126-175 122-300 3-195 2.9% 0-248 0.6% 98% True False 766,764
60 126-175 120-170 6-005 4.8% 0-225 0.6% 99% True False 512,148
80 126-175 118-220 7-275 6.2% 0-194 0.5% 99% True False 384,152
100 126-175 116-110 10-065 8.1% 0-164 0.4% 99% True False 307,326
120 126-175 113-050 13-125 10.6% 0-144 0.4% 99% True False 256,106
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-045
2.618 127-169
1.618 127-049
1.000 126-295
0.618 126-249
HIGH 126-175
0.618 126-129
0.500 126-115
0.382 126-101
LOW 126-055
0.618 125-301
1.000 125-255
1.618 125-181
2.618 125-061
4.250 124-185
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 126-138 126-092
PP 126-127 126-035
S1 126-115 125-298

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

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