ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 126-140 126-210 0-070 0.2% 125-220
High 126-220 126-210 -0-010 0.0% 127-020
Low 126-050 126-000 -0-050 -0.1% 125-220
Close 126-210 126-010 -0-200 -0.5% 126-250
Range 0-170 0-210 0-040 23.5% 1-120
ATR 0-157 0-161 0-004 2.4% 0-000
Volume 1,428 691 -737 -51.6% 540
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-063 127-247 126-126
R3 127-173 127-037 126-068
R2 126-283 126-283 126-048
R1 126-147 126-147 126-029 126-110
PP 126-073 126-073 126-073 126-055
S1 125-257 125-257 125-311 125-220
S2 125-183 125-183 125-292
S3 124-293 125-047 125-272
S4 124-083 124-157 125-214
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
5 127-020 126-000 1-020 0.8% 0-160 0.4% 3% False True 567
10 127-020 125-100 1-240 1.4% 0-138 0.3% 41% False False 353
20 127-020 123-090 3-250 3.0% 0-157 0.4% 73% False False 282
40 127-020 122-100 4-240 3.8% 0-108 0.3% 78% False False 151
60 127-020 120-070 6-270 5.4% 0-075 0.2% 85% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-142
2.618 128-120
1.618 127-230
1.000 127-100
0.618 127-020
HIGH 126-210
0.618 126-130
0.500 126-105
0.382 126-080
LOW 126-000
0.618 125-190
1.000 125-110
1.618 124-300
2.618 124-090
4.250 123-068
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 126-105 126-170
PP 126-073 126-117
S1 126-042 126-063

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

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