ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 123-175 123-250 0-075 0.2% 124-160
High 124-140 124-120 -0-020 -0.1% 125-150
Low 123-045 123-250 0-205 0.5% 123-045
Close 123-225 124-100 0-195 0.5% 123-225
Range 1-095 0-190 -0-225 -54.2% 2-105
ATR 0-293 0-288 -0-006 -1.9% 0-000
Volume 109,193 47,314 -61,879 -56.7% 2,010,734
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-300 125-230 124-204
R3 125-110 125-040 124-152
R2 124-240 124-240 124-135
R1 124-170 124-170 124-117 124-205
PP 124-050 124-050 124-050 124-068
S1 123-300 123-300 124-083 124-015
S2 123-180 123-180 124-065
S3 122-310 123-110 124-048
S4 122-120 122-240 123-316
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% 0-306 0.8% 50% False False 185,597
10 125-275 123-045 2-230 2.2% 0-302 0.8% 43% False False 703,316
20 127-215 123-045 4-170 3.6% 0-302 0.8% 26% False False 935,898
40 128-010 123-045 4-285 3.9% 0-262 0.7% 24% False False 996,502
60 128-010 122-300 5-030 4.1% 0-250 0.6% 27% False False 1,044,915
80 128-010 122-300 5-030 4.1% 0-256 0.6% 27% False False 938,944
100 128-010 121-110 6-220 5.4% 0-240 0.6% 44% False False 752,220
120 128-010 118-220 9-110 7.5% 0-223 0.6% 60% False False 626,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126-288
2.618 125-297
1.618 125-107
1.000 124-310
0.618 124-237
HIGH 124-120
0.618 124-047
0.500 124-025
0.382 124-003
LOW 123-250
0.618 123-133
1.000 123-060
1.618 122-263
2.618 122-073
4.250 121-082
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 124-075 124-044
PP 124-050 123-308
S1 124-025 123-252

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

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