ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 123-275 123-175 -0-100 -0.3% 124-160
High 124-005 124-140 0-135 0.3% 125-150
Low 123-085 123-045 -0-040 -0.1% 123-045
Close 123-155 123-225 0-070 0.2% 123-225
Range 0-240 1-095 0-175 72.9% 2-105
ATR 0-284 0-293 0-009 3.3% 0-000
Volume 111,542 109,193 -2,349 -2.1% 2,010,734
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 127-208 126-312 124-133
R3 126-113 125-217 124-019
R2 125-018 125-018 123-301
R1 124-122 124-122 123-263 124-230
PP 123-243 123-243 123-243 123-298
S1 123-027 123-027 123-187 123-135
S2 122-148 122-148 123-149
S3 121-053 121-252 123-111
S4 119-278 120-157 122-317
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 131-028 129-232 124-315
R3 128-243 127-127 124-110
R2 126-138 126-138 124-042
R1 125-022 125-022 123-293 124-188
PP 124-033 124-033 124-033 123-276
S1 122-237 122-237 123-157 122-082
S2 121-248 121-248 123-088
S3 119-143 120-132 123-020
S4 117-038 118-027 122-135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-150 123-045 2-105 1.9% 0-311 0.8% 24% False True 402,146
10 125-275 123-045 2-230 2.2% 0-300 0.8% 21% False True 762,747
20 127-285 123-045 4-240 3.8% 0-306 0.8% 12% False True 999,431
40 128-010 123-045 4-285 4.0% 0-264 0.7% 12% False True 1,028,182
60 128-010 122-300 5-030 4.1% 0-251 0.6% 15% False False 1,060,682
80 128-010 122-300 5-030 4.1% 0-256 0.6% 15% False False 938,548
100 128-010 121-110 6-220 5.4% 0-240 0.6% 35% False False 751,759
120 128-010 118-220 9-110 7.6% 0-222 0.6% 54% False False 626,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-304
2.618 127-266
1.618 126-171
1.000 125-235
0.618 125-076
HIGH 124-140
0.618 123-301
0.500 123-252
0.382 123-204
LOW 123-045
0.618 122-109
1.000 121-270
1.618 121-014
2.618 119-239
4.250 117-201
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 123-252 124-032
PP 123-243 123-310
S1 123-234 123-268

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

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