ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 125-035 125-275 0-240 0.6% 126-140
High 126-000 126-130 0-130 0.3% 126-305
Low 125-020 125-250 0-230 0.6% 125-015
Close 125-275 126-090 0-135 0.3% 126-090
Range 0-300 0-200 -0-100 -33.3% 1-290
ATR 0-225 0-223 -0-002 -0.8% 0-000
Volume 1,167,012 1,098,768 -68,244 -5.8% 5,792,789
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-010 127-250 126-200
R3 127-130 127-050 126-145
R2 126-250 126-250 126-127
R1 126-170 126-170 126-108 126-210
PP 126-050 126-050 126-050 126-070
S1 125-290 125-290 126-072 126-010
S2 125-170 125-170 126-053
S3 124-290 125-090 126-035
S4 124-090 124-210 125-300
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 131-260 130-305 127-106
R3 129-290 129-015 126-258
R2 128-000 128-000 126-202
R1 127-045 127-045 126-146 126-198
PP 126-030 126-030 126-030 125-266
S1 125-075 125-075 126-034 124-228
S2 124-060 124-060 125-298
S3 122-090 123-105 125-242
S4 120-120 121-135 125-074
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% 0-241 0.6% 65% False False 1,158,557
10 127-070 125-015 2-055 1.7% 0-217 0.5% 57% False False 1,045,974
20 127-220 125-015 2-205 2.1% 0-206 0.5% 47% False False 1,037,557
40 127-220 122-300 4-240 3.8% 0-234 0.6% 70% False False 1,098,571
60 127-220 122-300 4-240 3.8% 0-236 0.6% 70% False False 844,744
80 127-220 120-170 7-050 5.7% 0-219 0.5% 80% False False 634,129
100 127-220 118-220 9-000 7.1% 0-195 0.5% 84% False False 507,334
120 127-220 116-070 11-150 9.1% 0-170 0.4% 88% False False 422,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-020
2.618 128-014
1.618 127-134
1.000 127-010
0.618 126-254
HIGH 126-130
0.618 126-054
0.500 126-030
0.382 126-006
LOW 125-250
0.618 125-126
1.000 125-050
1.618 124-246
2.618 124-046
4.250 123-040
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 126-070 126-031
PP 126-050 125-292
S1 126-030 125-232

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

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