ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 126-190 126-085 -0-105 -0.3% 127-090
High 127-030 126-305 -0-045 -0.1% 127-220
Low 126-020 126-085 0-065 0.2% 126-020
Close 126-075 126-285 0-210 0.5% 126-075
Range 1-010 0-220 -0-110 -33.3% 1-200
ATR 0-226 0-227 0-000 0.1% 0-000
Volume 1,641,767 829,287 -812,480 -49.5% 4,906,384
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-245 128-165 127-086
R3 128-025 127-265 127-026
R2 127-125 127-125 127-005
R1 127-045 127-045 126-305 127-085
PP 126-225 126-225 126-225 126-245
S1 126-145 126-145 126-265 126-185
S2 126-005 126-005 126-245
S3 125-105 125-245 126-224
S4 124-205 125-025 126-164
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% 0-240 0.6% 51% False False 1,127,023
10 127-220 126-020 1-200 1.3% 0-204 0.5% 51% False False 1,037,079
20 127-220 124-090 3-130 2.7% 0-217 0.5% 77% False False 1,095,121
40 127-220 122-300 4-240 3.7% 0-251 0.6% 83% False False 1,017,273
60 127-220 121-110 6-110 5.0% 0-230 0.6% 87% False False 684,769
80 127-220 120-050 7-170 5.9% 0-212 0.5% 89% False False 513,782
100 127-220 117-140 10-080 8.1% 0-180 0.4% 92% False False 411,032
120 127-220 114-240 12-300 10.2% 0-162 0.4% 94% False False 342,529
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-280
2.618 128-241
1.618 128-021
1.000 127-205
0.618 127-121
HIGH 126-305
0.618 126-221
0.500 126-195
0.382 126-169
LOW 126-085
0.618 125-269
1.000 125-185
1.618 125-049
2.618 124-149
4.250 123-110
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 126-255 126-262
PP 126-225 126-238
S1 126-195 126-215

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

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