ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 126-305 126-170 -0-135 -0.3% 126-085
High 127-015 126-225 -0-110 -0.3% 127-070
Low 126-150 126-095 -0-055 -0.1% 126-085
Close 126-205 126-135 -0-070 -0.2% 126-135
Range 0-185 0-130 -0-055 -29.7% 0-305
ATR 0-222 0-215 -0-007 -3.0% 0-000
Volume 997,495 779,926 -217,569 -21.8% 4,666,953
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-222 127-148 126-206
R3 127-092 127-018 126-171
R2 126-282 126-282 126-159
R1 126-208 126-208 126-147 126-180
PP 126-152 126-152 126-152 126-138
S1 126-078 126-078 126-123 126-050
S2 126-022 126-022 126-111
S3 125-212 125-268 126-099
S4 125-082 125-138 126-064
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 129-158 128-292 126-303
R3 128-173 127-307 126-219
R2 127-188 127-188 126-191
R1 127-002 127-002 126-163 127-095
PP 126-203 126-203 126-203 126-250
S1 126-017 126-017 126-107 126-110
S2 125-218 125-218 126-079
S3 124-233 125-032 126-051
S4 123-248 124-047 125-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-070 126-085 0-305 0.8% 0-193 0.5% 16% False False 933,390
10 127-220 126-020 1-200 1.3% 0-200 0.5% 22% False False 957,333
20 127-220 125-070 2-150 2.0% 0-205 0.5% 49% False False 1,041,060
40 127-220 122-300 4-240 3.8% 0-245 0.6% 73% False False 1,087,173
60 127-220 122-140 5-080 4.2% 0-231 0.6% 76% False False 748,646
80 127-220 120-170 7-050 5.7% 0-214 0.5% 82% False False 561,748
100 127-220 118-100 9-120 7.4% 0-186 0.5% 87% False False 449,407
120 127-220 115-250 11-290 9.4% 0-167 0.4% 89% False False 374,510
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 True
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-138
2.618 127-245
1.618 127-115
1.000 127-035
0.618 126-305
HIGH 126-225
0.618 126-175
0.500 126-160
0.382 126-145
LOW 126-095
0.618 126-015
1.000 125-285
1.618 125-205
2.618 125-075
4.250 124-182
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 126-160 126-242
PP 126-152 126-207
S1 126-143 126-171

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

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