ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 127-135 126-170 -0-285 -0.7% 126-090
High 127-215 127-010 -0-205 -0.5% 128-010
Low 126-130 125-280 -0-170 -0.4% 126-025
Close 126-170 126-310 0-140 0.3% 127-135
Range 1-085 1-050 -0-035 -8.6% 1-305
ATR 0-243 0-252 0-009 3.7% 0-000
Volume 1,265,847 1,632,472 366,625 29.0% 5,775,984
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-030 129-220 127-194
R3 128-300 128-170 127-092
R2 127-250 127-250 127-058
R1 127-120 127-120 127-024 127-185
PP 126-200 126-200 126-200 126-232
S1 126-070 126-070 126-276 126-135
S2 125-150 125-150 126-242
S3 124-100 125-020 126-208
S4 123-050 123-290 126-106
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
5 128-010 125-280 2-050 1.7% 0-296 0.7% 51% False True 1,275,422
10 128-010 125-020 2-310 2.3% 0-260 0.6% 64% False False 1,158,525
20 128-010 125-015 2-315 2.4% 0-242 0.6% 64% False False 1,134,021
40 128-010 123-165 4-165 3.6% 0-227 0.6% 76% False False 1,103,659
60 128-010 122-300 5-030 4.0% 0-247 0.6% 79% False False 998,185
80 128-010 121-110 6-220 5.3% 0-230 0.6% 84% False False 750,547
100 128-010 119-090 8-240 6.9% 0-215 0.5% 88% False False 600,526
120 128-010 117-140 10-190 8.3% 0-186 0.5% 90% False False 500,444
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 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-302
2.618 130-019
1.618 128-289
1.000 128-060
0.618 127-239
HIGH 127-010
0.618 126-189
0.500 126-145
0.382 126-101
LOW 125-280
0.618 125-051
1.000 124-230
1.618 124-001
2.618 122-271
4.250 120-308
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 126-255 126-289
PP 126-200 126-268
S1 126-145 126-248

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

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