ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 124-115 125-035 0-240 0.6% 125-285
High 125-075 125-275 0-200 0.5% 125-300
Low 124-065 125-025 0-280 0.7% 124-015
Close 125-030 125-130 0-100 0.2% 124-165
Range 1-010 0-250 -0-080 -24.2% 1-285
ATR 0-274 0-272 -0-002 -0.6% 0-000
Volume 956,043 1,488,550 532,507 55.7% 6,388,355
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-253 127-122 125-268
R3 127-003 126-192 125-199
R2 126-073 126-073 125-176
R1 125-262 125-262 125-153 126-008
PP 125-143 125-143 125-143 125-176
S1 125-012 125-012 125-107 125-078
S2 124-213 124-213 125-084
S3 123-283 124-082 125-061
S4 123-033 123-152 124-312
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
5 125-275 124-015 1-260 1.4% 0-243 0.6% 75% True False 1,099,374
10 127-075 124-015 3-060 2.5% 0-309 0.8% 43% False False 1,221,838
20 128-010 124-015 3-315 3.2% 0-278 0.7% 34% False False 1,173,350
40 128-010 124-015 3-315 3.2% 0-241 0.6% 34% False False 1,111,124
60 128-010 122-300 5-030 4.1% 0-249 0.6% 48% False False 1,124,631
80 128-010 122-160 5-170 4.4% 0-245 0.6% 53% False False 882,629
100 128-010 120-170 7-160 6.0% 0-228 0.6% 65% False False 706,363
120 128-010 118-220 9-110 7.5% 0-205 0.5% 72% False False 588,657
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 0-071
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-058
2.618 127-290
1.618 127-040
1.000 126-205
0.618 126-110
HIGH 125-275
0.618 125-180
0.500 125-150
0.382 125-120
LOW 125-025
0.618 124-190
1.000 124-095
1.618 123-260
2.618 123-010
4.250 121-242
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 125-150 125-090
PP 125-143 125-050
S1 125-137 125-010

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

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