ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 127-005 126-230 -0-095 -0.2% 127-155
High 127-075 127-050 -0-025 -0.1% 127-215
Low 126-135 125-185 -0-270 -0.7% 125-185
Close 126-155 125-300 -0-175 -0.4% 125-300
Range 0-260 1-185 0-245 94.2% 2-030
ATR 0-253 0-271 0-018 7.1% 0-000
Volume 289,744 1,463,220 1,173,476 405.0% 5,296,451
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-307 130-008 126-258
R3 129-122 128-143 126-119
R2 127-257 127-257 126-073
R1 126-278 126-278 126-026 126-175
PP 126-072 126-072 126-072 126-020
S1 125-093 125-093 125-254 124-310
S2 124-207 124-207 125-207
S3 123-022 123-228 125-161
S4 121-157 122-043 125-022
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 132-217 131-128 127-028
R3 130-187 129-098 126-164
R2 128-157 128-157 126-103
R1 127-068 127-068 126-041 126-258
PP 126-127 126-127 126-127 126-061
S1 125-038 125-038 125-239 124-228
S2 124-097 124-097 125-177
S3 122-067 123-008 125-116
S4 120-037 120-298 124-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-215 125-185 2-030 1.7% 1-010 0.8% 17% False True 1,059,290
10 128-010 125-185 2-145 1.9% 0-287 0.7% 15% False True 1,107,243
20 128-010 125-015 2-315 2.4% 0-252 0.6% 30% False False 1,076,608
40 128-010 124-010 4-000 3.2% 0-232 0.6% 48% False False 1,085,789
60 128-010 122-300 5-030 4.0% 0-252 0.6% 59% False False 1,024,925
80 128-010 121-110 6-220 5.3% 0-235 0.6% 69% False False 772,389
100 128-010 120-050 7-280 6.3% 0-219 0.5% 73% False False 618,055
120 128-010 117-140 10-190 8.4% 0-190 0.5% 80% False False 515,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-077
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 133-276
2.618 131-092
1.618 129-227
1.000 128-235
0.618 128-042
HIGH 127-050
0.618 126-177
0.500 126-118
0.382 126-058
LOW 125-185
0.618 124-193
1.000 124-000
1.618 123-008
2.618 121-143
4.250 118-279
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 126-118 126-130
PP 126-072 126-080
S1 126-026 126-030

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

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