ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 126-160 126-160 0-000 0.0% 125-220
High 126-230 127-020 0-110 0.3% 127-020
Low 126-160 126-160 0-000 0.0% 125-220
Close 126-190 126-250 0-060 0.1% 126-250
Range 0-070 0-180 0-110 157.1% 1-120
ATR 0-160 0-161 0-001 0.9% 0-000
Volume 143 182 39 27.3% 540
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-150 128-060 127-029
R3 127-290 127-200 126-300
R2 127-110 127-110 126-283
R1 127-020 127-020 126-266 127-065
PP 126-250 126-250 126-250 126-272
S1 126-160 126-160 126-234 126-205
S2 126-070 126-070 126-217
S3 125-210 125-300 126-200
S4 125-030 125-120 126-151
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 130-203 130-027 127-172
R3 129-083 128-227 127-051
R2 127-283 127-283 127-011
R1 127-107 127-107 126-290 127-195
PP 126-163 126-163 126-163 126-208
S1 125-307 125-307 126-210 126-075
S2 125-043 125-043 126-169
S3 123-243 124-187 126-129
S4 122-123 123-067 126-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-020 125-220 1-120 1.1% 0-134 0.3% 80% True False 108
10 127-020 124-220 2-120 1.9% 0-151 0.4% 88% True False 258
20 127-020 122-100 4-240 3.7% 0-143 0.4% 94% True False 150
40 127-020 122-100 4-240 3.7% 0-092 0.2% 94% True False 84
60 127-020 120-070 6-270 5.4% 0-065 0.2% 96% True False 57
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 0-005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-145
2.618 128-171
1.618 127-311
1.000 127-200
0.618 127-131
HIGH 127-020
0.618 126-271
0.500 126-250
0.382 126-229
LOW 126-160
0.618 126-049
1.000 125-300
1.618 125-189
2.618 125-009
4.250 124-035
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 126-250 126-227
PP 126-250 126-203
S1 126-250 126-180

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

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