ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 121-280 122-030 0-070 0.2% 123-250
High 122-085 122-030 -0-055 -0.1% 124-120
Low 121-165 121-005 -0-160 -0.4% 121-005
Close 121-245 121-085 -0-160 -0.4% 121-085
Range 0-240 1-025 0-105 43.8% 3-115
ATR 0-317 0-319 0-002 0.6% 0-000
Volume 18,333 12,824 -5,509 -30.0% 137,605
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-222 124-018 121-275
R3 123-197 122-313 121-180
R2 122-172 122-172 121-148
R1 121-288 121-288 121-117 121-218
PP 121-147 121-147 121-147 121-111
S1 120-263 120-263 121-053 120-192
S2 120-122 120-122 121-022
S3 119-097 119-238 120-310
S4 118-072 118-213 120-215
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 132-095 130-045 123-036
R3 128-300 126-250 122-061
R2 125-185 125-185 121-282
R1 123-135 123-135 121-184 122-262
PP 122-070 122-070 122-070 121-294
S1 120-020 120-020 120-306 119-148
S2 118-275 118-275 120-208
S3 115-160 116-225 120-109
S4 112-045 113-110 119-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-120 121-005 3-115 2.8% 1-047 0.9% 7% False True 27,521
10 125-150 121-005 4-145 3.7% 1-019 0.9% 6% False True 214,833
20 127-050 121-005 6-045 5.1% 1-008 0.8% 4% False True 748,751
40 128-010 121-005 7-005 5.8% 0-285 0.7% 4% False True 917,143
60 128-010 121-005 7-005 5.8% 0-260 0.7% 4% False True 967,933
80 128-010 121-005 7-005 5.8% 0-268 0.7% 4% False True 938,784
100 128-010 121-005 7-005 5.8% 0-250 0.6% 4% False True 753,068
120 128-010 119-250 8-080 6.8% 0-234 0.6% 18% False False 627,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-216
2.618 124-293
1.618 123-268
1.000 123-055
0.618 122-243
HIGH 122-030
0.618 121-218
0.500 121-178
0.382 121-137
LOW 121-005
0.618 120-112
1.000 119-300
1.618 119-087
2.618 118-062
4.250 116-139
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 121-178 121-288
PP 121-147 121-220
S1 121-116 121-152

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

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