ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 126-170 127-005 0-155 0.4% 126-090
High 127-010 127-075 0-065 0.2% 128-010
Low 125-280 126-135 0-175 0.4% 126-025
Close 126-310 126-155 -0-155 -0.4% 127-135
Range 1-050 0-260 -0-110 -29.7% 1-305
ATR 0-252 0-253 0-001 0.2% 0-000
Volume 1,632,472 289,744 -1,342,728 -82.3% 5,775,984
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-048 128-202 126-298
R3 128-108 127-262 126-226
R2 127-168 127-168 126-203
R1 127-002 127-002 126-179 126-275
PP 126-228 126-228 126-228 126-205
S1 126-062 126-062 126-131 126-015
S2 125-288 125-288 126-107
S3 125-028 125-122 126-084
S4 124-088 124-182 126-012
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
5 127-285 125-280 2-005 1.6% 0-282 0.7% 30% False False 1,030,241
10 128-010 125-250 2-080 1.8% 0-256 0.6% 31% False False 1,070,798
20 128-010 125-015 2-315 2.4% 0-243 0.6% 48% False False 1,085,536
40 128-010 123-165 4-165 3.6% 0-226 0.6% 66% False False 1,077,523
60 128-010 122-300 5-030 4.0% 0-248 0.6% 70% False False 1,002,128
80 128-010 121-110 6-220 5.3% 0-231 0.6% 77% False False 754,147
100 128-010 119-250 8-080 6.5% 0-216 0.5% 81% False False 603,424
120 128-010 117-140 10-190 8.4% 0-188 0.5% 85% False False 502,858
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 0-066
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-220
2.618 129-116
1.618 128-176
1.000 128-015
0.618 127-236
HIGH 127-075
0.618 126-296
0.500 126-265
0.382 126-234
LOW 126-135
0.618 125-294
1.000 125-195
1.618 125-034
2.618 124-094
4.250 122-310
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 126-265 126-248
PP 126-228 126-217
S1 126-192 126-186

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

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