ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 126-230 125-285 -0-265 -0.7% 127-155
High 127-050 125-300 -1-070 -1.0% 127-215
Low 125-185 124-150 -1-035 -0.9% 125-185
Close 125-300 124-245 -1-055 -0.9% 125-300
Range 1-185 1-150 -0-035 -6.9% 2-030
ATR 0-271 0-285 0-014 5.2% 0-000
Volume 1,463,220 1,720,343 257,123 17.6% 5,296,451
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-148 128-187 125-184
R3 127-318 127-037 125-054
R2 126-168 126-168 125-011
R1 125-207 125-207 124-288 125-112
PP 125-018 125-018 125-018 124-291
S1 124-057 124-057 124-202 123-282
S2 123-188 123-188 124-159
S3 122-038 122-227 124-116
S4 120-208 121-077 123-306
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
5 127-215 124-150 3-065 2.6% 1-082 1.0% 9% False True 1,274,325
10 128-010 124-150 3-180 2.9% 0-315 0.8% 8% False True 1,182,599
20 128-010 124-150 3-180 2.9% 0-264 0.7% 8% False True 1,121,161
40 128-010 124-090 3-240 3.0% 0-241 0.6% 13% False False 1,108,141
60 128-010 122-300 5-030 4.1% 0-256 0.6% 36% False False 1,051,902
80 128-010 121-110 6-220 5.4% 0-239 0.6% 51% False False 793,867
100 128-010 120-050 7-280 6.3% 0-222 0.6% 59% False False 635,258
120 128-010 117-140 10-190 8.5% 0-194 0.5% 69% False False 529,387
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 0-072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-058
2.618 129-250
1.618 128-100
1.000 127-130
0.618 126-270
HIGH 125-300
0.618 125-120
0.500 125-065
0.382 125-010
LOW 124-150
0.618 123-180
1.000 123-000
1.618 122-030
2.618 120-200
4.250 118-072
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 125-065 125-272
PP 125-018 125-157
S1 124-292 125-041

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

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