ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 124-265 125-000 0-055 0.1% 124-115
High 125-150 125-020 -0-130 -0.3% 125-275
Low 124-255 123-190 -1-065 -1.0% 124-015
Close 125-015 123-275 -1-060 -0.9% 124-190
Range 0-215 1-150 0-255 118.6% 1-260
ATR 0-273 0-287 0-014 5.2% 0-000
Volume 441,582 218,355 -223,227 -50.6% 4,975,119
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 128-185 127-220 124-214
R3 127-035 126-070 124-084
R2 125-205 125-205 124-041
R1 124-240 124-240 123-318 124-148
PP 124-055 124-055 124-055 124-009
S1 123-090 123-090 123-232 122-318
S2 122-225 122-225 123-189
S3 121-075 121-260 123-146
S4 119-245 120-110 123-016
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
5 125-170 123-190 1-300 1.6% 1-000 0.8% 14% False True 864,105
10 125-275 123-190 2-085 1.8% 0-282 0.7% 12% False True 981,739
20 128-010 123-190 4-140 3.6% 0-305 0.8% 6% False True 1,129,106
40 128-010 123-190 4-140 3.6% 0-258 0.6% 6% False True 1,078,789
60 128-010 122-300 5-030 4.1% 0-250 0.6% 18% False False 1,095,881
80 128-010 122-300 5-030 4.1% 0-253 0.6% 18% False False 936,067
100 128-010 120-170 7-160 6.1% 0-238 0.6% 44% False False 749,554
120 128-010 118-220 9-110 7.5% 0-216 0.5% 55% False False 624,661
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 0-050
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 131-098
2.618 128-290
1.618 127-140
1.000 126-170
0.618 125-310
HIGH 125-020
0.618 124-160
0.500 124-105
0.382 124-050
LOW 123-190
0.618 122-220
1.000 122-040
1.618 121-070
2.618 119-240
4.250 117-112
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 124-105 124-170
PP 124-055 124-098
S1 124-005 124-027

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

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