ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 124-160 124-265 0-105 0.3% 124-115
High 124-310 125-150 0-160 0.4% 125-275
Low 124-095 124-255 0-160 0.4% 124-015
Close 124-280 125-015 0-055 0.1% 124-190
Range 0-215 0-215 0-000 0.0% 1-260
ATR 0-277 0-273 -0-004 -1.6% 0-000
Volume 1,130,062 441,582 -688,480 -60.9% 4,975,119
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-038 126-242 125-133
R3 126-143 126-027 125-074
R2 125-248 125-248 125-054
R1 125-132 125-132 125-035 125-190
PP 125-033 125-033 125-033 125-062
S1 124-237 124-237 124-315 124-295
S2 124-138 124-138 124-296
S3 123-243 124-022 124-276
S4 123-028 123-127 124-217
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 1.4% 0-276 0.7% 55% False False 1,118,144
10 125-275 124-015 1-260 1.4% 0-262 0.7% 55% False False 1,121,477
20 128-010 124-015 3-315 3.2% 0-288 0.7% 25% False False 1,152,038
40 128-010 124-015 3-315 3.2% 0-249 0.6% 25% False False 1,100,220
60 128-010 122-300 5-030 4.1% 0-248 0.6% 41% False False 1,114,375
80 128-010 122-300 5-030 4.1% 0-248 0.6% 41% False False 933,492
100 128-010 120-170 7-160 6.0% 0-234 0.6% 60% False False 747,377
120 128-010 118-220 9-110 7.5% 0-212 0.5% 68% False False 622,841
Crabel Price Patterns
NR False
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 0-056
Fibonacci Retracements and Extensions
4.250 128-104
2.618 127-073
1.618 126-178
1.000 126-045
0.618 125-283
HIGH 125-150
0.618 125-068
0.500 125-042
0.382 125-017
LOW 124-255
0.618 124-122
1.000 124-040
1.618 123-227
2.618 123-012
4.250 121-301
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 125-042 124-304
PP 125-033 124-273
S1 125-024 124-242

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

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