ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 123-270 123-160 -0-110 -0.3% 124-310
High 123-270 123-260 -0-010 0.0% 124-310
Low 123-020 123-100 0-080 0.2% 123-020
Close 123-160 123-170 0-010 0.0% 123-170
Range 0-250 0-160 -0-090 -36.0% 1-290
ATR 0-263 0-255 -0-007 -2.8% 0-000
Volume 27,506 55,516 28,010 101.8% 143,079
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 125-017 124-253 123-258
R3 124-177 124-093 123-214
R2 124-017 124-017 123-199
R1 123-253 123-253 123-185 123-295
PP 123-177 123-177 123-177 123-198
S1 123-093 123-093 123-155 123-135
S2 123-017 123-017 123-141
S3 122-177 122-253 123-126
S4 122-017 122-093 123-082
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-183 128-147 124-186
R3 127-213 126-177 124-018
R2 125-243 125-243 123-282
R1 124-207 124-207 123-226 124-080
PP 123-273 123-273 123-273 123-210
S1 122-237 122-237 123-114 122-110
S2 121-303 121-303 123-058
S3 120-013 120-267 123-002
S4 118-043 118-297 122-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-310 123-020 1-290 1.5% 0-272 0.7% 25% False False 28,615
10 126-260 123-020 3-240 3.0% 0-292 0.7% 13% False False 20,288
20 127-080 123-020 4-060 3.4% 0-263 0.7% 11% False False 13,086
40 127-080 123-020 4-060 3.4% 0-212 0.5% 11% False False 7,292
60 127-080 122-100 4-300 4.0% 0-176 0.4% 25% False False 4,874
80 127-080 121-110 5-290 4.8% 0-136 0.3% 37% False False 3,656
100 127-080 119-060 8-020 6.5% 0-110 0.3% 54% False False 2,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-065
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-300
2.618 125-039
1.618 124-199
1.000 124-100
0.618 124-039
HIGH 123-260
0.618 123-199
0.500 123-180
0.382 123-161
LOW 123-100
0.618 123-001
1.000 122-260
1.618 122-161
2.618 122-001
4.250 121-060
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 123-180 123-225
PP 123-177 123-207
S1 123-173 123-188

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

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