ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 121-055 121-235 0-180 0.5% 123-250
High 121-255 121-260 0-005 0.0% 124-120
Low 120-140 120-055 -0-085 -0.2% 121-005
Close 121-225 120-135 -1-090 -1.1% 121-085
Range 1-115 1-205 0-090 20.7% 3-115
ATR 1-007 1-022 0-014 4.3% 0-000
Volume 10,669 12,667 1,998 18.7% 137,605
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-232 124-228 121-104
R3 124-027 123-023 120-279
R2 122-142 122-142 120-231
R1 121-138 121-138 120-183 121-038
PP 120-257 120-257 120-257 120-206
S1 119-253 119-253 120-087 119-152
S2 119-052 119-052 120-039
S3 117-167 118-048 119-311
S4 115-282 116-163 119-166
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
5 122-250 120-055 2-195 2.2% 1-088 1.1% 10% False True 15,054
10 125-020 120-055 4-285 4.1% 1-072 1.0% 5% False True 60,003
20 125-275 120-055 5-220 4.7% 1-007 0.8% 4% False True 590,740
40 128-010 120-055 7-275 6.5% 0-296 0.8% 3% False True 855,950
60 128-010 120-055 7-275 6.5% 0-269 0.7% 3% False True 935,674
80 128-010 120-055 7-275 6.5% 0-273 0.7% 3% False True 936,612
100 128-010 120-055 7-275 6.5% 0-256 0.7% 3% False True 753,242
120 128-010 120-050 7-280 6.5% 0-240 0.6% 3% False False 627,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 128-251
2.618 126-034
1.618 124-149
1.000 123-145
0.618 122-264
HIGH 121-260
0.618 121-059
0.500 120-318
0.382 120-256
LOW 120-055
0.618 119-051
1.000 118-170
1.618 117-166
2.618 115-281
4.250 113-064
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 120-318 121-042
PP 120-257 120-287
S1 120-196 120-211

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

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