ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 124-255 124-165 -0-090 -0.2% 125-285
High 124-280 124-260 -0-020 -0.1% 125-300
Low 124-015 124-100 0-085 0.2% 124-015
Close 124-155 124-165 0-010 0.0% 124-165
Range 0-265 0-160 -0-105 -39.6% 1-285
ATR 0-278 0-269 -0-008 -3.0% 0-000
Volume 1,212,196 641,623 -570,573 -47.1% 6,388,355
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-015 125-250 124-253
R3 125-175 125-090 124-209
R2 125-015 125-015 124-194
R1 124-250 124-250 124-180 124-245
PP 124-175 124-175 124-175 124-172
S1 124-090 124-090 124-150 124-085
S2 124-015 124-015 124-136
S3 123-175 123-250 124-121
S4 123-015 123-090 124-077
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-162 129-128 125-178
R3 128-197 127-163 125-011
R2 126-232 126-232 124-276
R1 125-198 125-198 124-220 125-072
PP 124-267 124-267 124-267 124-204
S1 123-233 123-233 124-110 123-108
S2 122-302 122-302 124-054
S3 121-017 121-268 123-319
S4 119-052 119-303 123-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-300 124-015 1-285 1.5% 0-275 0.7% 25% False False 1,277,671
10 127-215 124-015 3-200 2.9% 0-302 0.8% 13% False False 1,168,480
20 128-010 124-015 3-315 3.2% 0-272 0.7% 12% False False 1,162,678
40 128-010 124-015 3-315 3.2% 0-239 0.6% 12% False False 1,101,869
60 128-010 122-300 5-030 4.1% 0-254 0.6% 31% False False 1,112,341
80 128-010 122-140 5-190 4.5% 0-241 0.6% 37% False False 852,154
100 128-010 120-170 7-160 6.0% 0-225 0.6% 53% False False 681,934
120 128-010 118-100 9-230 7.8% 0-201 0.5% 64% False False 568,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-300
2.618 126-039
1.618 125-199
1.000 125-100
0.618 125-039
HIGH 124-260
0.618 124-199
0.500 124-180
0.382 124-161
LOW 124-100
0.618 124-001
1.000 123-260
1.618 123-161
2.618 123-001
4.250 122-060
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 124-180 124-218
PP 124-175 124-200
S1 124-170 124-182

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

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