ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 126-300 126-305 0-005 0.0% 127-090
High 127-070 127-015 -0-055 -0.1% 127-220
Low 126-215 126-150 -0-065 -0.2% 126-020
Close 127-015 126-205 -0-130 -0.3% 126-075
Range 0-175 0-185 0-010 5.7% 1-200
ATR 0-225 0-222 -0-003 -1.3% 0-000
Volume 923,187 997,495 74,308 8.0% 4,906,384
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-145 128-040 126-307
R3 127-280 127-175 126-256
R2 127-095 127-095 126-239
R1 126-310 126-310 126-222 126-270
PP 126-230 126-230 126-230 126-210
S1 126-125 126-125 126-188 126-085
S2 126-045 126-045 126-171
S3 125-180 125-260 126-154
S4 124-315 125-075 126-103
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
5 127-070 126-020 1-050 0.9% 0-233 0.6% 50% False False 1,105,758
10 127-220 126-020 1-200 1.3% 0-214 0.5% 36% False False 1,010,793
20 127-220 125-050 2-170 2.0% 0-208 0.5% 59% False False 1,058,734
40 127-220 122-300 4-240 3.8% 0-246 0.6% 78% False False 1,081,130
60 127-220 121-280 5-260 4.6% 0-232 0.6% 82% False False 735,693
80 127-220 120-170 7-050 5.7% 0-214 0.5% 85% False False 552,001
100 127-220 118-100 9-120 7.4% 0-185 0.5% 89% False False 441,609
120 127-220 115-090 12-130 9.8% 0-167 0.4% 92% False False 368,010
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-161
2.618 128-179
1.618 127-314
1.000 127-200
0.618 127-129
HIGH 127-015
0.618 126-264
0.500 126-242
0.382 126-221
LOW 126-150
0.618 126-036
1.000 125-285
1.618 125-171
2.618 124-306
4.250 124-004
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 126-242 126-258
PP 126-230 126-240
S1 126-218 126-222

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

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