ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 125-220 125-290 0-070 0.2% 124-220
High 125-300 126-060 0-080 0.2% 125-270
Low 125-220 125-290 0-070 0.2% 124-220
Close 125-290 126-020 0-050 0.1% 125-160
Range 0-080 0-090 0-010 12.5% 1-050
ATR 0-166 0-161 -0-005 -3.3% 0-000
Volume 32 131 99 309.4% 2,046
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 126-287 126-243 126-070
R3 126-197 126-153 126-045
R2 126-107 126-107 126-036
R1 126-063 126-063 126-028 126-085
PP 126-017 126-017 126-017 126-028
S1 125-293 125-293 126-012 125-315
S2 125-247 125-247 126-004
S3 125-157 125-203 125-315
S4 125-067 125-113 125-290
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
5 126-060 124-250 1-130 1.1% 0-118 0.3% 91% True False 183
10 126-060 124-190 1-190 1.3% 0-144 0.4% 92% True False 259
20 126-060 122-100 3-280 3.1% 0-132 0.3% 97% True False 148
40 126-060 122-100 3-280 3.1% 0-080 0.2% 97% True False 75
60 126-060 119-060 7-000 5.6% 0-056 0.1% 98% True False 51
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-122
2.618 126-296
1.618 126-206
1.000 126-150
0.618 126-116
HIGH 126-060
0.618 126-026
0.500 126-015
0.382 126-004
LOW 125-290
0.618 125-234
1.000 125-200
1.618 125-144
2.618 125-054
4.250 124-228
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 126-018 125-307
PP 126-017 125-273
S1 126-015 125-240

Download as Excel Spreadsheet

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

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