ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 125-215 125-035 -0-180 -0.4% 126-085
High 125-245 126-000 0-075 0.2% 127-070
Low 125-015 125-020 0-005 0.0% 126-085
Close 125-070 125-275 0-205 0.5% 126-135
Range 0-230 0-300 0-070 30.4% 0-305
ATR 0-219 0-225 0-006 2.6% 0-000
Volume 1,295,841 1,167,012 -128,829 -9.9% 4,666,953
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-145 128-030 126-120
R3 127-165 127-050 126-038
R2 126-185 126-185 126-010
R1 126-070 126-070 125-302 126-128
PP 125-205 125-205 125-205 125-234
S1 125-090 125-090 125-248 125-148
S2 124-225 124-225 125-220
S3 123-245 124-110 125-192
S4 122-265 123-130 125-110
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
5 126-305 125-015 1-290 1.5% 0-227 0.6% 43% False False 1,094,789
10 127-070 125-015 2-055 1.7% 0-230 0.6% 37% False False 1,100,274
20 127-220 125-015 2-205 2.1% 0-206 0.5% 31% False False 1,043,071
40 127-220 122-300 4-240 3.8% 0-233 0.6% 62% False False 1,110,101
60 127-220 122-210 5-010 4.0% 0-236 0.6% 64% False False 826,692
80 127-220 120-170 7-050 5.7% 0-219 0.5% 74% False False 620,396
100 127-220 118-220 9-000 7.2% 0-193 0.5% 80% False False 496,346
120 127-220 116-070 11-150 9.1% 0-168 0.4% 84% False False 413,626
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 0-058
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-315
2.618 128-145
1.618 127-165
1.000 126-300
0.618 126-185
HIGH 126-000
0.618 125-205
0.500 125-170
0.382 125-135
LOW 125-020
0.618 124-155
1.000 124-040
1.618 123-175
2.618 122-195
4.250 121-025
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 125-240 125-262
PP 125-205 125-250
S1 125-170 125-238

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

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