ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 123-160 123-130 -0-030 -0.1% 124-310
High 123-260 124-090 0-150 0.4% 124-310
Low 123-100 123-070 -0-030 -0.1% 123-020
Close 123-170 124-060 0-210 0.5% 123-170
Range 0-160 1-020 0-180 112.5% 1-290
ATR 0-255 0-261 0-006 2.4% 0-000
Volume 55,516 29,199 -26,317 -47.4% 143,079
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-027 126-223 124-247
R3 126-007 125-203 124-154
R2 124-307 124-307 124-122
R1 124-183 124-183 124-091 124-245
PP 123-287 123-287 123-287 123-318
S1 123-163 123-163 124-029 123-225
S2 122-267 122-267 123-318
S3 121-247 122-143 123-286
S4 120-227 121-123 123-193
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
5 124-110 123-020 1-090 1.0% 0-246 0.6% 88% False False 30,121
10 126-260 123-020 3-240 3.0% 0-316 0.8% 30% False False 20,737
20 127-080 123-020 4-060 3.4% 0-271 0.7% 27% False False 14,446
40 127-080 123-020 4-060 3.4% 0-215 0.5% 27% False False 7,992
60 127-080 122-100 4-300 4.0% 0-181 0.5% 38% False False 5,361
80 127-080 121-110 5-290 4.8% 0-140 0.4% 48% False False 4,021
100 127-080 119-060 8-020 6.5% 0-113 0.3% 62% False False 3,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-255
2.618 127-020
1.618 126-000
1.000 125-110
0.618 124-300
HIGH 124-090
0.618 123-280
0.500 123-240
0.382 123-200
LOW 123-070
0.618 122-180
1.000 122-050
1.618 121-160
2.618 120-140
4.250 118-225
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 124-013 124-005
PP 123-287 123-270
S1 123-240 123-215

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

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