ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 126-240 126-300 0-060 0.1% 127-090
High 127-060 127-070 0-010 0.0% 127-220
Low 126-125 126-215 0-090 0.2% 126-020
Close 127-010 127-015 0-005 0.0% 126-075
Range 0-255 0-175 -0-080 -31.4% 1-200
ATR 0-229 0-225 -0-004 -1.7% 0-000
Volume 1,137,058 923,187 -213,871 -18.8% 4,906,384
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-198 128-122 127-111
R3 128-023 127-267 127-063
R2 127-168 127-168 127-047
R1 127-092 127-092 127-031 127-130
PP 126-313 126-313 126-313 127-012
S1 126-237 126-237 126-319 126-275
S2 126-138 126-138 126-303
S3 125-283 126-062 126-287
S4 125-108 125-207 126-239
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% 0-244 0.6% 81% False False 1,158,151
10 127-220 126-020 1-200 1.3% 0-208 0.5% 61% False False 1,009,285
20 127-220 125-050 2-170 2.0% 0-211 0.5% 75% False False 1,066,228
40 127-220 122-300 4-240 3.7% 0-250 0.6% 87% False False 1,064,089
60 127-220 121-120 6-100 5.0% 0-232 0.6% 90% False False 719,085
80 127-220 120-170 7-050 5.6% 0-214 0.5% 91% False False 539,532
100 127-220 118-100 9-120 7.4% 0-183 0.5% 93% False False 431,634
120 127-220 114-240 12-300 10.2% 0-165 0.4% 95% False False 359,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-073
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-174
2.618 128-208
1.618 128-033
1.000 127-245
0.618 127-178
HIGH 127-070
0.618 127-003
0.500 126-302
0.382 126-282
LOW 126-215
0.618 126-107
1.000 126-040
1.618 125-252
2.618 125-077
4.250 124-111
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 127-004 126-302
PP 126-313 126-270
S1 126-302 126-238

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

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