ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 123-250 124-050 0-120 0.3% 124-160
High 124-120 124-065 -0-055 -0.1% 125-150
Low 123-250 122-140 -1-110 -1.1% 123-045
Close 124-100 122-160 -1-260 -1.5% 123-225
Range 0-190 1-245 1-055 197.4% 2-105
ATR 0-288 0-310 0-022 7.8% 0-000
Volume 47,314 38,353 -8,961 -18.9% 2,010,734
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 128-110 127-060 123-151
R3 126-185 125-135 122-315
R2 124-260 124-260 122-264
R1 123-210 123-210 122-212 123-112
PP 123-015 123-015 123-015 122-286
S1 121-285 121-285 122-108 121-188
S2 121-090 121-090 122-056
S3 119-165 120-040 122-005
S4 117-240 118-115 121-169
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
5 125-020 122-140 2-200 2.1% 1-056 1.0% 2% False True 104,951
10 125-275 122-140 3-135 2.8% 1-006 0.8% 2% False True 611,547
20 127-215 122-140 5-075 4.3% 1-005 0.8% 1% False True 905,557
40 128-010 122-140 5-190 4.6% 0-275 0.7% 1% False True 994,947
60 128-010 122-140 5-190 4.6% 0-254 0.6% 1% False True 1,030,557
80 128-010 122-140 5-190 4.6% 0-262 0.7% 1% False True 939,243
100 128-010 121-110 6-220 5.5% 0-244 0.6% 17% False False 752,598
120 128-010 118-220 9-110 7.6% 0-227 0.6% 41% False False 627,214
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 0-046
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 131-226
2.618 128-264
1.618 127-019
1.000 125-310
0.618 125-094
HIGH 124-065
0.618 123-169
0.500 123-102
0.382 123-036
LOW 122-140
0.618 121-111
1.000 120-215
1.618 119-186
2.618 117-261
4.250 114-299
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 123-102 123-140
PP 123-015 123-040
S1 122-248 122-260

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

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