ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 124-165 124-115 -0-050 -0.1% 125-285
High 124-260 125-075 0-135 0.3% 125-300
Low 124-100 124-065 -0-035 -0.1% 124-015
Close 124-165 125-030 0-185 0.5% 124-165
Range 0-160 1-010 0-170 106.3% 1-285
ATR 0-269 0-274 0-004 1.6% 0-000
Volume 641,623 956,043 314,420 49.0% 6,388,355
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-300 127-175 125-212
R3 126-290 126-165 125-121
R2 125-280 125-280 125-090
R1 125-155 125-155 125-060 125-218
PP 124-270 124-270 124-270 124-301
S1 124-145 124-145 125-000 124-208
S2 123-260 123-260 124-290
S3 122-250 123-135 124-259
S4 121-240 122-125 124-168
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
5 125-100 124-015 1-085 1.0% 0-247 0.6% 83% False False 1,124,811
10 127-215 124-015 3-200 2.9% 1-004 0.8% 29% False False 1,199,568
20 128-010 124-015 3-315 3.2% 0-278 0.7% 26% False False 1,164,580
40 128-010 124-015 3-315 3.2% 0-240 0.6% 26% False False 1,105,685
60 128-010 122-300 5-030 4.1% 0-252 0.6% 42% False False 1,116,464
80 128-010 122-160 5-170 4.4% 0-243 0.6% 47% False False 864,081
100 128-010 120-170 7-160 6.0% 0-227 0.6% 61% False False 691,491
120 128-010 118-220 9-110 7.5% 0-204 0.5% 69% False False 576,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-198
2.618 127-299
1.618 126-289
1.000 126-085
0.618 125-279
HIGH 125-075
0.618 124-269
0.500 124-230
0.382 124-191
LOW 124-065
0.618 123-181
1.000 123-055
1.618 122-171
2.618 121-161
4.250 119-262
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 124-310 124-302
PP 124-270 124-253
S1 124-230 124-205

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

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