ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 122-030 121-055 -0-295 -0.8% 123-250
High 122-030 121-255 -0-095 -0.2% 124-120
Low 121-005 120-140 -0-185 -0.5% 121-005
Close 121-085 121-225 0-140 0.4% 121-085
Range 1-025 1-115 0-090 26.1% 3-115
ATR 0-319 1-007 0-008 2.6% 0-000
Volume 12,824 10,669 -2,155 -16.8% 137,605
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-125 124-290 122-144
R3 124-010 123-175 122-025
R2 122-215 122-215 121-305
R1 122-060 122-060 121-265 122-138
PP 121-100 121-100 121-100 121-139
S1 120-265 120-265 121-185 121-022
S2 119-305 119-305 121-145
S3 118-190 119-150 121-105
S4 117-075 118-035 120-306
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
5 124-065 120-140 3-245 3.1% 1-096 1.1% 34% False True 20,192
10 125-150 120-140 5-010 4.1% 1-041 0.9% 25% False True 102,894
20 125-300 120-140 5-160 4.5% 1-004 0.8% 23% False True 676,124
40 128-010 120-140 7-190 6.2% 0-288 0.7% 17% False True 876,366
60 128-010 120-140 7-190 6.2% 0-263 0.7% 17% False True 949,234
80 128-010 120-140 7-190 6.2% 0-270 0.7% 17% False True 937,724
100 128-010 120-140 7-190 6.2% 0-253 0.6% 17% False True 753,136
120 128-010 120-050 7-280 6.5% 0-237 0.6% 20% False False 627,733
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 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-184
2.618 125-114
1.618 123-319
1.000 123-050
0.618 122-204
HIGH 121-255
0.618 121-089
0.500 121-038
0.382 120-306
LOW 120-140
0.618 119-191
1.000 119-025
1.618 118-076
2.618 116-281
4.250 114-211
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 121-162 121-188
PP 121-100 121-150
S1 121-038 121-112

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

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