ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 125-090 124-095 -0-315 -0.8% 124-115
High 125-170 124-270 -0-220 -0.5% 125-275
Low 124-045 124-015 -0-030 -0.1% 124-015
Close 124-090 124-190 0-100 0.3% 124-190
Range 1-125 0-255 -0-190 -42.7% 1-260
ATR 0-284 0-282 -0-002 -0.7% 0-000
Volume 1,730,235 800,291 -929,944 -53.7% 4,975,119
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-283 126-172 125-010
R3 126-028 125-237 124-260
R2 125-093 125-093 124-237
R1 124-302 124-302 124-213 125-038
PP 124-158 124-158 124-158 124-186
S1 124-047 124-047 124-167 124-102
S2 123-223 123-223 124-143
S3 122-288 123-112 124-120
S4 122-033 122-177 124-050
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-087 129-078 125-189
R3 128-147 127-138 125-030
R2 126-207 126-207 124-296
R1 125-198 125-198 124-243 126-042
PP 124-267 124-267 124-267 125-029
S1 123-258 123-258 124-137 124-102
S2 123-007 123-007 124-084
S3 121-067 121-318 124-030
S4 119-127 120-058 123-191
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% 0-288 0.7% 30% False True 1,123,348
10 127-050 124-015 3-035 2.5% 0-316 0.8% 18% False True 1,282,669
20 128-010 124-015 3-315 3.2% 0-286 0.7% 14% False True 1,176,733
40 128-010 124-015 3-315 3.2% 0-246 0.6% 14% False True 1,109,902
60 128-010 122-300 5-030 4.1% 0-251 0.6% 33% False False 1,132,312
80 128-010 122-210 5-120 4.3% 0-248 0.6% 36% False False 914,202
100 128-010 120-170 7-160 6.0% 0-232 0.6% 54% False False 731,664
120 128-010 118-220 9-110 7.5% 0-209 0.5% 63% False False 609,744
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 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-074
2.618 126-298
1.618 126-043
1.000 125-205
0.618 125-108
HIGH 124-270
0.618 124-173
0.500 124-142
0.382 124-112
LOW 124-015
0.618 123-177
1.000 123-080
1.618 122-242
2.618 121-307
4.250 120-211
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 124-174 124-305
PP 124-158 124-267
S1 124-142 124-228

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

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