ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 126-085 126-240 0-155 0.4% 127-090
High 126-305 127-060 0-075 0.2% 127-220
Low 126-085 126-125 0-040 0.1% 126-020
Close 126-285 127-010 0-045 0.1% 126-075
Range 0-220 0-255 0-035 15.9% 1-200
ATR 0-227 0-229 0-002 0.9% 0-000
Volume 829,287 1,137,058 307,771 37.1% 4,906,384
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 129-083 128-302 127-150
R3 128-148 128-047 127-080
R2 127-213 127-213 127-057
R1 127-112 127-112 127-033 127-162
PP 126-278 126-278 126-278 126-304
S1 126-177 126-177 126-307 126-228
S2 126-023 126-023 126-283
S3 125-088 125-242 126-260
S4 124-153 124-307 126-190
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
5 127-090 126-020 1-070 1.0% 0-245 0.6% 79% False False 1,176,629
10 127-220 126-020 1-200 1.3% 0-218 0.5% 60% False False 1,043,229
20 127-220 125-050 2-170 2.0% 0-210 0.5% 74% False False 1,083,397
40 127-220 122-300 4-240 3.7% 0-254 0.6% 86% False False 1,043,869
60 127-220 121-110 6-110 5.0% 0-232 0.6% 90% False False 703,711
80 127-220 120-170 7-050 5.6% 0-213 0.5% 91% False False 527,993
100 127-220 117-140 10-080 8.1% 0-182 0.4% 94% False False 422,402
120 127-220 114-240 12-300 10.2% 0-164 0.4% 95% False False 352,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-184
2.618 129-088
1.618 128-153
1.000 127-315
0.618 127-218
HIGH 127-060
0.618 126-283
0.500 126-252
0.382 126-222
LOW 126-125
0.618 125-287
1.000 125-190
1.618 125-032
2.618 124-097
4.250 123-001
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 126-304 126-287
PP 126-278 126-243
S1 126-252 126-200

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

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