ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 125-210 125-150 -0-060 -0.1% 124-220
High 125-220 125-190 -0-030 -0.1% 125-270
Low 124-250 125-100 0-170 0.4% 124-220
Close 125-150 125-160 0-010 0.0% 125-160
Range 0-290 0-090 -0-200 -69.0% 1-050
ATR 0-174 0-168 -0-006 -3.4% 0-000
Volume 117 344 227 194.0% 2,046
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 126-100 126-060 125-210
R3 126-010 125-290 125-185
R2 125-240 125-240 125-176
R1 125-200 125-200 125-168 125-220
PP 125-150 125-150 125-150 125-160
S1 125-110 125-110 125-152 125-130
S2 125-060 125-060 125-144
S3 124-290 125-020 125-135
S4 124-200 124-250 125-110
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-260 128-100 126-044
R3 127-210 127-050 125-262
R2 126-160 126-160 125-228
R1 126-000 126-000 125-194 126-080
PP 125-110 125-110 125-110 125-150
S1 124-270 124-270 125-126 125-030
S2 124-060 124-060 125-092
S3 123-010 123-220 125-058
S4 121-280 122-170 124-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-220 1-050 0.9% 0-168 0.4% 70% False False 409
10 125-270 123-090 2-180 2.0% 0-185 0.5% 87% False False 244
20 125-270 122-100 3-170 2.8% 0-141 0.4% 90% False False 141
40 125-270 122-100 3-170 2.8% 0-076 0.2% 90% False False 71
60 125-270 119-060 6-210 5.3% 0-056 0.1% 95% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-252
2.618 126-106
1.618 126-016
1.000 125-280
0.618 125-246
HIGH 125-190
0.618 125-156
0.500 125-145
0.382 125-134
LOW 125-100
0.618 125-044
1.000 125-010
1.618 124-274
2.618 124-184
4.250 124-038
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 125-155 125-135
PP 125-150 125-110
S1 125-145 125-085

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

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