ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 126-140 126-100 -0-040 -0.1% 126-085
High 126-305 126-140 -0-165 -0.4% 127-070
Low 126-090 125-200 -0-210 -0.5% 126-085
Close 126-135 125-230 -0-225 -0.6% 126-135
Range 0-215 0-260 0-045 20.9% 0-305
ATR 0-215 0-219 0-003 1.5% 0-000
Volume 918,010 1,313,158 395,148 43.0% 4,666,953
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-117 127-273 126-053
R3 127-177 127-013 125-302
R2 126-237 126-237 125-278
R1 126-073 126-073 125-254 126-025
PP 125-297 125-297 125-297 125-272
S1 125-133 125-133 125-206 125-085
S2 125-037 125-037 125-182
S3 124-097 124-193 125-158
S4 123-157 123-253 125-087
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
5 127-070 125-200 1-190 1.3% 0-193 0.5% 6% False True 986,355
10 127-090 125-200 1-210 1.3% 0-219 0.5% 6% False True 1,081,492
20 127-220 125-100 2-120 1.9% 0-204 0.5% 17% False False 1,048,898
40 127-220 122-300 4-240 3.8% 0-234 0.6% 59% False False 1,100,272
60 127-220 122-160 5-060 4.1% 0-234 0.6% 62% False False 785,722
80 127-220 120-170 7-050 5.7% 0-215 0.5% 72% False False 589,617
100 127-220 118-220 9-000 7.2% 0-190 0.5% 78% False False 471,719
120 127-220 116-070 11-150 9.1% 0-163 0.4% 83% False False 393,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-285
2.618 128-181
1.618 127-241
1.000 127-080
0.618 126-301
HIGH 126-140
0.618 126-041
0.500 126-010
0.382 125-299
LOW 125-200
0.618 125-039
1.000 124-260
1.618 124-099
2.618 123-159
4.250 122-055
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 126-010 126-092
PP 125-297 126-032
S1 125-263 125-291

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

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