ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 123-130 124-060 0-250 0.6% 124-310
High 124-090 124-300 0-210 0.5% 124-310
Low 123-070 124-050 0-300 0.8% 123-020
Close 124-060 124-170 0-110 0.3% 123-170
Range 1-020 0-250 -0-090 -26.5% 1-290
ATR 0-261 0-261 -0-001 -0.3% 0-000
Volume 29,199 127,738 98,539 337.5% 143,079
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-283 126-157 124-308
R3 126-033 125-227 124-239
R2 125-103 125-103 124-216
R1 124-297 124-297 124-193 125-040
PP 124-173 124-173 124-173 124-205
S1 124-047 124-047 124-147 124-110
S2 123-243 123-243 124-124
S3 122-313 123-117 124-101
S4 122-063 122-187 124-032
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
5 124-300 123-020 1-280 1.5% 0-242 0.6% 78% True False 53,265
10 126-110 123-020 3-090 2.6% 0-300 0.8% 45% False False 32,803
20 127-080 123-020 4-060 3.4% 0-271 0.7% 35% False False 20,778
40 127-080 123-020 4-060 3.4% 0-216 0.5% 35% False False 11,183
60 127-080 122-100 4-300 4.0% 0-185 0.5% 45% False False 7,490
80 127-080 121-190 5-210 4.5% 0-143 0.4% 52% False False 5,618
100 127-080 119-060 8-020 6.5% 0-116 0.3% 66% False False 4,495
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-082
2.618 126-314
1.618 126-064
1.000 125-230
0.618 125-134
HIGH 124-300
0.618 124-204
0.500 124-175
0.382 124-146
LOW 124-050
0.618 123-216
1.000 123-120
1.618 122-286
2.618 122-036
4.250 120-268
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 124-175 124-122
PP 124-173 124-073
S1 124-172 124-025

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

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