ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 126-250 126-190 -0-060 -0.1% 125-140
High 127-020 126-250 -0-090 -0.2% 127-080
Low 126-000 126-150 0-150 0.4% 125-100
Close 126-180 126-160 -0-020 0.0% 126-180
Range 1-020 0-100 -0-240 -70.6% 1-300
ATR 0-217 0-209 -0-008 -3.9% 0-000
Volume 24,705 24,705 0 0.0% 45,710
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-167 127-103 126-215
R3 127-067 127-003 126-188
R2 126-287 126-287 126-178
R1 126-223 126-223 126-169 126-205
PP 126-187 126-187 126-187 126-178
S1 126-123 126-123 126-151 126-105
S2 126-087 126-087 126-142
S3 125-307 126-023 126-132
S4 125-207 125-243 126-105
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 132-060 131-100 127-201
R3 130-080 129-120 127-030
R2 128-100 128-100 126-294
R1 127-140 127-140 126-237 127-280
PP 126-120 126-120 126-120 126-190
S1 125-160 125-160 126-123 125-300
S2 124-140 124-140 126-066
S3 122-160 123-180 126-010
S4 120-180 121-200 125-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 125-100 1-300 1.5% 0-238 0.6% 61% False False 13,431
10 127-080 124-110 2-290 2.3% 0-226 0.6% 74% False False 8,154
20 127-080 124-110 2-290 2.3% 0-204 0.5% 74% False False 5,538
40 127-080 123-010 4-070 3.3% 0-173 0.4% 82% False False 2,848
60 127-080 122-100 4-300 3.9% 0-130 0.3% 85% False False 1,905
80 127-080 120-070 7-010 5.6% 0-100 0.2% 89% False False 1,429
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-035
2.618 127-192
1.618 127-092
1.000 127-030
0.618 126-312
HIGH 126-250
0.618 126-212
0.500 126-200
0.382 126-188
LOW 126-150
0.618 126-088
1.000 126-050
1.618 125-308
2.618 125-208
4.250 125-045
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 126-200 126-200
PP 126-187 126-187
S1 126-173 126-173

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

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