ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 126-230 126-250 0-020 0.0% 125-220
High 126-290 127-020 0-050 0.1% 127-020
Low 126-230 126-160 -0-070 -0.2% 125-220
Close 126-290 126-160 -0-130 -0.3% 126-250
Range 0-060 0-180 0-120 200.0% 1-120
ATR 0-154 0-156 0-002 1.2% 0-000
Volume 168 367 199 118.5% 540
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-120 128-000 126-259
R3 127-260 127-140 126-210
R2 127-080 127-080 126-193
R1 126-280 126-280 126-176 126-250
PP 126-220 126-220 126-220 126-205
S1 126-100 126-100 126-144 126-070
S2 126-040 126-040 126-127
S3 125-180 125-240 126-110
S4 125-000 125-060 126-061
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
5 127-020 126-020 1-000 0.8% 0-148 0.4% 44% True False 182
10 127-020 124-250 2-090 1.8% 0-133 0.3% 75% True False 182
20 127-020 123-010 4-010 3.2% 0-152 0.4% 86% True False 176
40 127-020 122-100 4-240 3.8% 0-098 0.2% 88% True False 98
60 127-020 120-070 6-270 5.4% 0-069 0.2% 92% True False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
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 12-Oct-2010
Pivot 1 day 3 day
R1 126-250 126-250
PP 126-220 126-220
S1 126-190 126-190

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

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