ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 125-005 124-255 -0-070 -0.2% 127-155
High 125-100 124-280 -0-140 -0.3% 127-215
Low 124-210 124-015 -0-195 -0.5% 125-185
Close 124-280 124-155 -0-125 -0.3% 125-300
Range 0-210 0-265 0-055 26.2% 2-030
ATR 0-279 0-278 -0-001 -0.4% 0-000
Volume 1,198,458 1,212,196 13,738 1.1% 5,296,451
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-305 126-175 124-301
R3 126-040 125-230 124-228
R2 125-095 125-095 124-204
R1 124-285 124-285 124-179 124-218
PP 124-150 124-150 124-150 124-116
S1 124-020 124-020 124-131 123-272
S2 123-205 123-205 124-106
S3 122-260 123-075 124-082
S4 121-315 122-130 124-009
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
5 127-050 124-015 3-035 2.5% 1-024 0.9% 14% False True 1,441,990
10 127-285 124-015 3-270 3.1% 0-313 0.8% 11% False True 1,236,116
20 128-010 124-015 3-315 3.2% 0-271 0.7% 11% False True 1,169,594
40 128-010 124-015 3-315 3.2% 0-240 0.6% 11% False True 1,114,164
60 128-010 122-300 5-030 4.1% 0-254 0.6% 30% False False 1,110,618
80 128-010 121-280 6-050 4.9% 0-242 0.6% 42% False False 844,168
100 128-010 120-170 7-160 6.0% 0-225 0.6% 53% False False 675,519
120 128-010 118-100 9-230 7.8% 0-200 0.5% 64% False False 562,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-076
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-126
2.618 127-014
1.618 126-069
1.000 125-225
0.618 125-124
HIGH 124-280
0.618 124-179
0.500 124-148
0.382 124-116
LOW 124-015
0.618 123-171
1.000 123-070
1.618 122-226
2.618 121-281
4.250 120-169
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 124-152 124-218
PP 124-150 124-197
S1 124-148 124-176

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

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