ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 126-080 126-170 0-090 0.2% 126-140
High 126-195 127-020 0-145 0.4% 126-305
Low 126-060 126-040 -0-020 0.0% 125-015
Close 126-170 126-185 0-015 0.0% 126-090
Range 0-135 0-300 0-165 122.2% 1-290
ATR 0-215 0-221 0-006 2.8% 0-000
Volume 676,993 1,298,582 621,589 91.8% 5,792,789
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-128 128-297 127-030
R3 128-148 127-317 126-268
R2 127-168 127-168 126-240
R1 127-017 127-017 126-212 127-092
PP 126-188 126-188 126-188 126-226
S1 126-037 126-037 126-158 126-112
S2 125-208 125-208 126-130
S3 124-228 125-057 126-102
S4 123-248 124-077 126-020
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
5 127-020 125-020 2-000 1.6% 0-225 0.6% 76% True False 1,041,627
10 127-020 125-015 2-005 1.6% 0-214 0.5% 76% True False 1,051,256
20 127-220 125-015 2-205 2.1% 0-211 0.5% 58% False False 1,030,271
40 127-220 122-300 4-240 3.8% 0-224 0.6% 77% False False 1,084,846
60 127-220 122-300 4-240 3.8% 0-236 0.6% 77% False False 893,277
80 127-220 120-170 7-050 5.7% 0-222 0.5% 84% False False 670,897
100 127-220 118-220 9-000 7.1% 0-202 0.5% 88% False False 536,757
120 127-220 117-140 10-080 8.1% 0-175 0.4% 89% False False 447,302
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-015
2.618 129-165
1.618 128-185
1.000 128-000
0.618 127-205
HIGH 127-020
0.618 126-225
0.500 126-190
0.382 126-155
LOW 126-040
0.618 125-175
1.000 125-060
1.618 124-195
2.618 123-215
4.250 122-045
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 126-190 126-184
PP 126-188 126-183
S1 126-187 126-182

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

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