ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 125-150 125-220 0-070 0.2% 124-220
High 125-190 125-300 0-110 0.3% 125-270
Low 125-100 125-220 0-120 0.3% 124-220
Close 125-160 125-290 0-130 0.3% 125-160
Range 0-090 0-080 -0-010 -11.1% 1-050
ATR 0-168 0-166 -0-002 -1.2% 0-000
Volume 344 32 -312 -90.7% 2,046
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 126-190 126-160 126-014
R3 126-110 126-080 125-312
R2 126-030 126-030 125-305
R1 126-000 126-000 125-297 126-015
PP 125-270 125-270 125-270 125-278
S1 125-240 125-240 125-283 125-255
S2 125-190 125-190 125-275
S3 125-110 125-160 125-268
S4 125-030 125-080 125-246
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
5 125-300 124-250 1-050 0.9% 0-140 0.3% 97% True False 173
10 125-300 123-230 2-070 1.8% 0-181 0.4% 99% True False 247
20 125-300 122-100 3-200 2.9% 0-130 0.3% 99% True False 142
40 125-300 122-100 3-200 2.9% 0-078 0.2% 99% True False 72
60 125-300 119-060 6-240 5.4% 0-057 0.1% 100% True False 49
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-000
2.618 126-189
1.618 126-109
1.000 126-060
0.618 126-029
HIGH 125-300
0.618 125-269
0.500 125-260
0.382 125-251
LOW 125-220
0.618 125-171
1.000 125-140
1.618 125-091
2.618 125-011
4.250 124-200
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 125-280 125-232
PP 125-270 125-173
S1 125-260 125-115

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

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