ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 126-100 125-215 -0-205 -0.5% 126-085
High 126-140 125-245 -0-215 -0.5% 127-070
Low 125-200 125-015 -0-185 -0.5% 126-085
Close 125-230 125-070 -0-160 -0.4% 126-135
Range 0-260 0-230 -0-030 -11.5% 0-305
ATR 0-219 0-219 0-001 0.4% 0-000
Volume 1,313,158 1,295,841 -17,317 -1.3% 4,666,953
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-160 127-025 125-196
R3 126-250 126-115 125-133
R2 126-020 126-020 125-112
R1 125-205 125-205 125-091 125-158
PP 125-110 125-110 125-110 125-086
S1 124-295 124-295 125-049 124-248
S2 124-200 124-200 125-028
S3 123-290 124-065 125-007
S4 123-060 123-155 124-264
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
5 127-015 125-015 2-000 1.6% 0-204 0.5% 9% False True 1,060,886
10 127-090 125-015 2-075 1.8% 0-224 0.6% 8% False True 1,109,518
20 127-220 125-015 2-205 2.1% 0-209 0.5% 7% False True 1,058,610
40 127-220 122-300 4-240 3.8% 0-235 0.6% 48% False False 1,111,562
60 127-220 122-210 5-010 4.0% 0-234 0.6% 51% False False 807,292
80 127-220 120-170 7-050 5.7% 0-216 0.5% 66% False False 605,810
100 127-220 118-220 9-000 7.2% 0-190 0.5% 73% False False 484,677
120 127-220 116-070 11-150 9.2% 0-165 0.4% 78% False False 403,901
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-262
2.618 127-207
1.618 126-297
1.000 126-155
0.618 126-067
HIGH 125-245
0.618 125-157
0.500 125-130
0.382 125-103
LOW 125-015
0.618 124-193
1.000 124-105
1.618 123-283
2.618 123-053
4.250 121-318
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 125-130 126-000
PP 125-110 125-237
S1 125-090 125-153

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

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