ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 121-235 120-060 -1-175 -1.3% 123-250
High 121-260 120-290 -0-290 -0.7% 124-120
Low 120-055 119-255 -0-120 -0.3% 121-005
Close 120-135 120-005 -0-130 -0.3% 121-085
Range 1-205 1-035 -0-170 -32.4% 3-115
ATR 1-022 1-022 0-001 0.3% 0-000
Volume 12,667 11,104 -1,563 -12.3% 137,605
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 123-182 122-288 120-200
R3 122-147 121-253 120-103
R2 121-112 121-112 120-070
R1 120-218 120-218 120-038 120-148
PP 120-077 120-077 120-077 120-041
S1 119-183 119-183 119-292 119-112
S2 119-042 119-042 119-260
S3 118-007 118-148 119-227
S4 116-292 117-113 119-130
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
5 122-085 119-255 2-150 2.1% 1-060 1.0% 9% False True 13,119
10 124-140 119-255 4-205 3.9% 1-060 1.0% 5% False True 39,278
20 125-275 119-255 6-020 5.1% 1-011 0.9% 4% False True 510,508
40 128-010 119-255 8-075 6.9% 0-298 0.8% 3% False True 827,802
60 128-010 119-255 8-075 6.9% 0-269 0.7% 3% False True 913,000
80 128-010 119-255 8-075 6.9% 0-276 0.7% 3% False True 935,835
100 128-010 119-255 8-075 6.9% 0-259 0.7% 3% False True 753,347
120 128-010 119-255 8-075 6.9% 0-242 0.6% 3% False True 627,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-066
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-199
2.618 123-259
1.618 122-224
1.000 122-005
0.618 121-189
HIGH 120-290
0.618 120-154
0.500 120-112
0.382 120-071
LOW 119-255
0.618 119-036
1.000 118-220
1.618 118-001
2.618 116-286
4.250 115-026
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 120-112 120-258
PP 120-077 120-173
S1 120-041 120-089

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

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