ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 125-160 125-230 0-070 0.2% 125-210
High 125-250 126-100 0-170 0.4% 126-070
Low 125-150 125-100 -0-050 -0.1% 124-110
Close 125-240 125-260 0-020 0.0% 125-160
Range 0-100 1-000 0-220 220.0% 1-280
ATR 0-178 0-188 0-010 5.7% 0-000
Volume 2,888 3,013 125 4.3% 13,139
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 128-260 128-100 126-116
R3 127-260 127-100 126-028
R2 126-260 126-260 125-319
R1 126-100 126-100 125-289 126-180
PP 125-260 125-260 125-260 125-300
S1 125-100 125-100 125-231 125-180
S2 124-260 124-260 125-201
S3 123-260 124-100 125-172
S4 122-260 123-100 125-084
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 130-313 130-037 126-170
R3 129-033 128-077 126-005
R2 127-073 127-073 125-270
R1 126-117 126-117 125-215 125-275
PP 125-113 125-113 125-113 125-032
S1 124-157 124-157 125-105 123-315
S2 123-153 123-153 125-050
S3 121-193 122-197 124-315
S4 119-233 120-237 124-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-100 124-110 1-310 1.6% 0-206 0.5% 75% True False 3,426
10 126-100 124-110 1-310 1.6% 0-191 0.5% 75% True False 2,764
20 127-020 124-110 2-230 2.2% 0-181 0.4% 54% False False 2,499
40 127-020 122-100 4-240 3.8% 0-160 0.4% 74% False False 1,325
60 127-020 122-100 4-240 3.8% 0-118 0.3% 74% False False 884
80 127-020 120-020 7-000 5.6% 0-091 0.2% 82% False False 664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 130-180
2.618 128-298
1.618 127-298
1.000 127-100
0.618 126-298
HIGH 126-100
0.618 125-298
0.500 125-260
0.382 125-222
LOW 125-100
0.618 124-222
1.000 124-100
1.618 123-222
2.618 122-222
4.250 121-020
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 125-260 125-260
PP 125-260 125-260
S1 125-260 125-260

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

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