ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 126-170 126-140 -0-030 -0.1% 126-085
High 126-225 126-305 0-080 0.2% 127-070
Low 126-095 126-090 -0-005 0.0% 126-085
Close 126-135 126-135 0-000 0.0% 126-135
Range 0-130 0-215 0-085 65.4% 0-305
ATR 0-215 0-215 0-000 0.0% 0-000
Volume 779,926 918,010 138,084 17.7% 4,666,953
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-182 128-053 126-253
R3 127-287 127-158 126-194
R2 127-072 127-072 126-174
R1 126-263 126-263 126-155 126-220
PP 126-177 126-177 126-177 126-155
S1 126-048 126-048 126-115 126-005
S2 125-282 125-282 126-096
S3 125-067 125-153 126-076
S4 124-172 124-258 126-017
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
5 127-070 126-090 0-300 0.7% 0-192 0.5% 15% False True 951,135
10 127-220 126-020 1-200 1.3% 0-216 0.5% 22% False False 1,039,079
20 127-220 125-100 2-120 1.9% 0-202 0.5% 47% False False 1,046,790
40 127-220 122-300 4-240 3.8% 0-239 0.6% 73% False False 1,092,405
60 127-220 122-160 5-060 4.1% 0-231 0.6% 76% False False 763,915
80 127-220 120-170 7-050 5.7% 0-214 0.5% 82% False False 573,218
100 127-220 118-220 9-000 7.1% 0-189 0.5% 86% False False 458,587
120 127-220 116-070 11-150 9.1% 0-166 0.4% 89% False False 382,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-069
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-259
2.618 128-228
1.618 128-013
1.000 127-200
0.618 127-118
HIGH 126-305
0.618 126-223
0.500 126-198
0.382 126-172
LOW 126-090
0.618 125-277
1.000 125-195
1.618 125-062
2.618 124-167
4.250 123-136
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 126-198 126-212
PP 126-177 126-187
S1 126-156 126-161

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

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