ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 125-035 125-090 0-055 0.1% 125-285
High 125-275 125-170 -0-105 -0.3% 125-300
Low 125-025 124-045 -0-300 -0.7% 124-015
Close 125-130 124-090 -1-040 -0.9% 124-165
Range 0-250 1-125 0-195 78.0% 1-285
ATR 0-272 0-284 0-012 4.5% 0-000
Volume 1,488,550 1,730,235 241,685 16.2% 6,388,355
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 128-263 127-302 125-015
R3 127-138 126-177 124-212
R2 126-013 126-013 124-172
R1 125-052 125-052 124-131 124-290
PP 124-208 124-208 124-208 124-168
S1 123-247 123-247 124-049 123-165
S2 123-083 123-083 124-008
S3 121-278 122-122 123-288
S4 120-153 120-317 123-165
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 1.5% 0-290 0.7% 13% False False 1,205,729
10 127-075 124-015 3-060 2.6% 0-316 0.8% 7% False False 1,231,614
20 128-010 124-015 3-315 3.2% 0-288 0.7% 6% False False 1,195,069
40 128-010 124-015 3-315 3.2% 0-249 0.6% 6% False False 1,126,840
60 128-010 122-300 5-030 4.1% 0-253 0.6% 26% False False 1,139,398
80 128-010 122-210 5-120 4.3% 0-248 0.6% 30% False False 904,237
100 128-010 120-170 7-160 6.0% 0-231 0.6% 50% False False 723,662
120 128-010 118-220 9-110 7.5% 0-207 0.5% 60% False False 603,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-141
2.618 129-055
1.618 127-250
1.000 126-295
0.618 126-125
HIGH 125-170
0.618 125-000
0.500 124-268
0.382 124-215
LOW 124-045
0.618 123-090
1.000 122-240
1.618 121-285
2.618 120-160
4.250 118-074
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 124-268 125-000
PP 124-208 124-243
S1 124-149 124-167

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

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