ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 126-060 126-140 0-080 0.2% 125-075
High 126-175 126-260 0-085 0.2% 126-155
Low 126-055 126-140 0-085 0.2% 125-070
Close 126-150 126-205 0-055 0.1% 126-025
Range 0-120 0-120 0-000 0.0% 1-085
ATR 0-242 0-233 -0-009 -3.6% 0-000
Volume 749,892 1,075,561 325,669 43.4% 5,862,862
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-242 127-183 126-271
R3 127-122 127-063 126-238
R2 127-002 127-002 126-227
R1 126-263 126-263 126-216 126-292
PP 126-202 126-202 126-202 126-216
S1 126-143 126-143 126-194 126-172
S2 126-082 126-082 126-183
S3 125-282 126-023 126-172
S4 125-162 125-223 126-139
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
5 126-260 125-100 1-160 1.2% 0-185 0.5% 89% True False 1,122,780
10 126-260 125-050 1-210 1.3% 0-203 0.5% 90% True False 1,123,565
20 126-260 122-300 3-280 3.1% 0-236 0.6% 96% True False 1,130,064
40 126-260 122-300 3-280 3.1% 0-248 0.6% 96% True False 793,345
60 126-260 120-170 6-090 5.0% 0-225 0.6% 97% True False 530,064
80 126-260 118-220 8-040 6.4% 0-196 0.5% 98% True False 397,596
100 126-260 117-090 9-170 7.5% 0-165 0.4% 98% True False 318,082
120 126-260 113-050 13-210 10.8% 0-146 0.4% 99% True False 265,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Fibonacci Retracements and Extensions
4.250 128-130
2.618 127-254
1.618 127-134
1.000 127-060
0.618 127-014
HIGH 126-260
0.618 126-214
0.500 126-200
0.382 126-186
LOW 126-140
0.618 126-066
1.000 126-020
1.618 125-266
2.618 125-146
4.250 124-270
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 126-203 126-158
PP 126-202 126-110
S1 126-200 126-062

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

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