ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 127-005 127-075 0-070 0.2% 126-060
High 127-085 127-090 0-005 0.0% 127-210
Low 126-225 126-170 -0-055 -0.1% 126-055
Close 127-070 126-215 -0-175 -0.4% 127-100
Range 0-180 0-240 0-060 33.3% 1-155
ATR 0-217 0-218 0-002 0.8% 0-000
Volume 1,015,581 1,259,456 243,875 24.0% 5,385,016
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 129-025 128-200 127-027
R3 128-105 127-280 126-281
R2 127-185 127-185 126-259
R1 127-040 127-040 126-237 126-312
PP 126-265 126-265 126-265 126-241
S1 126-120 126-120 126-193 126-072
S2 126-025 126-025 126-171
S3 125-105 125-200 126-149
S4 124-185 124-280 126-083
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 131-160 130-285 128-041
R3 130-005 129-130 127-231
R2 128-170 128-170 127-187
R1 127-295 127-295 127-144 128-072
PP 127-015 127-015 127-015 127-064
S1 126-140 126-140 127-056 126-238
S2 125-180 125-180 127-013
S3 124-025 124-305 126-289
S4 122-190 123-150 126-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-220 126-170 1-050 0.9% 0-196 0.5% 12% False True 915,827
10 127-220 125-185 2-035 1.7% 0-183 0.5% 52% False False 985,868
20 127-220 123-165 4-055 3.3% 0-210 0.5% 76% False False 1,069,511
40 127-220 122-300 4-240 3.7% 0-251 0.6% 79% False False 960,425
60 127-220 121-110 6-110 5.0% 0-226 0.6% 84% False False 643,684
80 127-220 119-250 7-290 6.2% 0-209 0.5% 87% False False 482,896
100 127-220 117-140 10-080 8.1% 0-177 0.4% 90% False False 386,323
120 127-220 114-090 13-130 10.6% 0-157 0.4% 92% False False 321,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-150
2.618 129-078
1.618 128-158
1.000 128-010
0.618 127-238
HIGH 127-090
0.618 126-318
0.500 126-290
0.382 126-262
LOW 126-170
0.618 126-022
1.000 125-250
1.618 125-102
2.618 124-182
4.250 123-110
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 126-290 127-035
PP 126-265 126-308
S1 126-240 126-262

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

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