ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 124-290 124-110 -0-180 -0.5% 125-210
High 125-000 125-070 0-070 0.2% 126-160
Low 124-110 124-110 0-000 0.0% 125-190
Close 124-140 125-030 0-210 0.5% 125-220
Range 0-210 0-280 0-070 33.3% 0-290
ATR 0-180 0-187 0-007 4.0% 0-000
Volume 2,063 5,040 2,977 144.3% 21,540
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-163 127-057 125-184
R3 126-203 126-097 125-107
R2 125-243 125-243 125-081
R1 125-137 125-137 125-056 125-190
PP 124-283 124-283 124-283 124-310
S1 124-177 124-177 125-004 124-230
S2 124-003 124-003 124-299
S3 123-043 123-217 124-273
S4 122-083 122-257 124-196
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-207 128-023 126-060
R3 127-237 127-053 125-300
R2 126-267 126-267 125-273
R1 126-083 126-083 125-247 126-175
PP 125-297 125-297 125-297 126-022
S1 125-113 125-113 125-193 125-205
S2 125-007 125-007 125-167
S3 124-037 124-143 125-140
S4 123-067 123-173 125-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-070 124-110 1-280 1.5% 0-204 0.5% 40% False True 2,370
10 126-160 124-110 2-050 1.7% 0-200 0.5% 35% False True 3,492
20 127-020 124-110 2-230 2.2% 0-169 0.4% 28% False True 1,923
40 127-020 122-100 4-240 3.8% 0-155 0.4% 59% False False 1,023
60 127-020 121-220 5-120 4.3% 0-108 0.3% 63% False False 683
80 127-020 119-060 7-280 6.3% 0-083 0.2% 75% False False 513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-300
2.618 127-163
1.618 126-203
1.000 126-030
0.618 125-243
HIGH 125-070
0.618 124-283
0.500 124-250
0.382 124-217
LOW 124-110
0.618 123-257
1.000 123-150
1.618 122-297
2.618 122-017
4.250 120-200
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 124-317 125-022
PP 124-283 125-013
S1 124-250 125-005

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

View Archives - Comment on this page... - Back to Index of Symbols