ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 127-155 127-135 -0-020 0.0% 126-090
High 127-210 127-215 0-005 0.0% 128-010
Low 127-100 126-130 -0-290 -0.7% 126-025
Close 127-115 126-170 -0-265 -0.7% 127-135
Range 0-110 1-085 0-295 268.2% 1-305
ATR 0-231 0-243 0-012 5.4% 0-000
Volume 645,168 1,265,847 620,679 96.2% 5,775,984
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-213 129-277 127-073
R3 129-128 128-192 126-281
R2 128-043 128-043 126-244
R1 127-107 127-107 126-207 127-032
PP 126-278 126-278 126-278 126-241
S1 126-022 126-022 126-133 125-268
S2 125-193 125-193 126-096
S3 124-108 124-257 126-059
S4 123-023 123-172 125-267
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 133-012 132-058 128-159
R3 131-027 130-073 127-307
R2 129-042 129-042 127-250
R1 128-088 128-088 127-192 128-225
PP 127-057 127-057 127-057 127-125
S1 126-103 126-103 127-078 126-240
S2 125-072 125-072 127-020
S3 123-087 124-118 126-283
S4 121-102 122-133 126-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-010 126-040 1-290 1.5% 0-282 0.7% 21% False False 1,208,644
10 128-010 125-015 2-315 2.4% 0-246 0.6% 50% False False 1,124,862
20 128-010 125-015 2-315 2.4% 0-233 0.6% 50% False False 1,103,177
40 128-010 123-165 4-165 3.6% 0-223 0.6% 67% False False 1,095,956
60 128-010 122-300 5-030 4.0% 0-244 0.6% 71% False False 971,345
80 128-010 121-110 6-220 5.3% 0-227 0.6% 78% False False 730,150
100 128-010 118-220 9-110 7.4% 0-212 0.5% 84% False False 584,202
120 128-010 117-140 10-190 8.4% 0-183 0.5% 86% False False 486,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 133-016
2.618 130-315
1.618 129-230
1.000 128-300
0.618 128-145
HIGH 127-215
0.618 127-060
0.500 127-012
0.382 126-285
LOW 126-130
0.618 125-200
1.000 125-045
1.618 124-115
2.618 123-030
4.250 121-009
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 127-012 127-048
PP 126-278 126-302
S1 126-224 126-236

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

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