ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 125-230 126-070 0-160 0.4% 125-210
High 126-100 127-080 0-300 0.7% 126-070
Low 125-100 126-070 0-290 0.7% 124-110
Close 125-260 126-310 1-050 0.9% 125-160
Range 1-000 1-010 0-010 3.1% 1-280
ATR 0-188 0-208 0-019 10.3% 0-000
Volume 3,013 11,847 8,834 293.2% 13,139
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-290 129-150 127-172
R3 128-280 128-140 127-081
R2 127-270 127-270 127-050
R1 127-130 127-130 127-020 127-200
PP 126-260 126-260 126-260 126-295
S1 126-120 126-120 126-280 126-190
S2 125-250 125-250 126-250
S3 124-240 125-110 126-219
S4 123-230 124-100 126-128
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
5 127-080 125-020 2-060 1.7% 0-216 0.5% 87% True False 4,788
10 127-080 124-110 2-290 2.3% 0-210 0.5% 90% True False 3,579
20 127-080 124-110 2-290 2.3% 0-194 0.5% 90% True False 3,085
40 127-080 122-100 4-300 3.9% 0-166 0.4% 94% True False 1,613
60 127-080 122-100 4-300 3.9% 0-123 0.3% 94% True False 1,081
80 127-080 120-070 7-010 5.5% 0-095 0.2% 96% True False 812
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 0-023
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 131-202
2.618 129-304
1.618 128-294
1.000 128-090
0.618 127-284
HIGH 127-080
0.618 126-274
0.500 126-235
0.382 126-196
LOW 126-070
0.618 125-186
1.000 125-060
1.618 124-176
2.618 123-166
4.250 121-268
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 126-285 126-237
PP 126-260 126-163
S1 126-235 126-090

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

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