ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 125-000 123-275 -1-045 -0.9% 124-115
High 125-020 124-005 -1-015 -0.8% 125-275
Low 123-190 123-085 -0-105 -0.3% 124-015
Close 123-275 123-155 -0-120 -0.3% 124-190
Range 1-150 0-240 -0-230 -48.9% 1-260
ATR 0-287 0-284 -0-003 -1.2% 0-000
Volume 218,355 111,542 -106,813 -48.9% 4,975,119
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-268 125-132 123-287
R3 125-028 124-212 123-221
R2 124-108 124-108 123-199
R1 123-292 123-292 123-177 123-240
PP 123-188 123-188 123-188 123-162
S1 123-052 123-052 123-133 123-000
S2 122-268 122-268 123-111
S3 122-028 122-132 123-089
S4 121-108 121-212 123-023
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
5 125-150 123-085 2-065 1.8% 0-279 0.7% 10% False True 540,366
10 125-275 123-085 2-190 2.1% 0-284 0.7% 8% False True 873,047
20 128-010 123-085 4-245 3.9% 0-302 0.8% 5% False True 1,069,754
40 128-010 123-085 4-245 3.9% 0-257 0.6% 5% False True 1,050,012
60 128-010 122-300 5-030 4.1% 0-250 0.6% 11% False False 1,079,815
80 128-010 122-300 5-030 4.1% 0-252 0.6% 11% False False 937,396
100 128-010 120-170 7-160 6.1% 0-238 0.6% 39% False False 750,669
120 128-010 118-220 9-110 7.6% 0-218 0.6% 51% False False 625,590
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-065
2.618 125-313
1.618 125-073
1.000 124-245
0.618 124-153
HIGH 124-005
0.618 123-233
0.500 123-205
0.382 123-177
LOW 123-085
0.618 122-257
1.000 122-165
1.618 122-017
2.618 121-097
4.250 120-025
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 123-205 124-118
PP 123-188 124-023
S1 123-172 123-249

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

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