ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 127-075 126-190 -0-205 -0.5% 127-090
High 127-090 127-030 -0-060 -0.1% 127-220
Low 126-170 126-020 -0-150 -0.4% 126-020
Close 126-215 126-075 -0-140 -0.3% 126-075
Range 0-240 1-010 0-090 37.5% 1-200
ATR 0-218 0-226 0-008 3.6% 0-000
Volume 1,259,456 1,641,767 382,311 30.4% 4,906,384
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 129-178 128-297 126-256
R3 128-168 127-287 126-166
R2 127-158 127-158 126-136
R1 126-277 126-277 126-105 126-212
PP 126-148 126-148 126-148 126-116
S1 125-267 125-267 126-045 125-202
S2 125-138 125-138 126-014
S3 124-128 124-257 125-304
S4 123-118 123-247 125-214
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 131-172 130-163 127-041
R3 129-292 128-283 126-218
R2 128-092 128-092 126-170
R1 127-083 127-083 126-123 126-308
PP 126-212 126-212 126-212 126-164
S1 125-203 125-203 126-027 125-108
S2 125-012 125-012 125-300
S3 123-132 124-003 125-252
S4 121-252 122-123 125-109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-220 126-020 1-200 1.3% 0-207 0.5% 11% False True 981,276
10 127-220 126-020 1-200 1.3% 0-194 0.5% 11% False True 1,029,140
20 127-220 124-010 3-210 2.9% 0-213 0.5% 60% False False 1,094,970
40 127-220 122-300 4-240 3.8% 0-252 0.6% 69% False False 999,083
60 127-220 121-110 6-110 5.0% 0-229 0.6% 77% False False 670,983
80 127-220 120-050 7-170 6.0% 0-211 0.5% 81% False False 503,417
100 127-220 117-140 10-080 8.1% 0-178 0.4% 86% False False 402,740
120 127-220 114-090 13-130 10.6% 0-160 0.4% 89% False False 335,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 131-152
2.618 129-254
1.618 128-244
1.000 128-040
0.618 127-234
HIGH 127-030
0.618 126-224
0.500 126-185
0.382 126-146
LOW 126-020
0.618 125-136
1.000 125-010
1.618 124-126
2.618 123-116
4.250 121-218
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 126-185 126-215
PP 126-148 126-168
S1 126-112 126-122

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

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