ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 124-130 123-130 -1-000 -0.8% 123-130
High 124-200 123-290 -0-230 -0.6% 124-300
Low 123-070 123-040 -0-030 -0.1% 123-040
Close 123-110 123-210 0-100 0.3% 123-210
Range 1-130 0-250 -0-200 -44.4% 1-260
ATR 0-274 0-272 -0-002 -0.6% 0-000
Volume 460,723 691,164 230,441 50.0% 1,308,824
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 125-290 125-180 124-028
R3 125-040 124-250 123-279
R2 124-110 124-110 123-256
R1 124-000 124-000 123-233 124-055
PP 123-180 123-180 123-180 123-208
S1 123-070 123-070 123-187 123-125
S2 122-250 122-250 123-164
S3 122-000 122-140 123-141
S4 121-070 121-210 123-072
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-110 128-100 124-209
R3 127-170 126-160 124-050
R2 125-230 125-230 123-316
R1 124-220 124-220 123-263 125-065
PP 123-290 123-290 123-290 124-052
S1 122-280 122-280 123-157 123-125
S2 122-030 122-030 123-104
S3 120-090 121-020 123-050
S4 118-150 119-080 122-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-300 123-040 1-260 1.5% 0-290 0.7% 29% False True 272,868
10 126-060 123-020 3-040 2.5% 0-314 0.8% 19% False False 145,324
20 127-080 123-020 4-060 3.4% 0-282 0.7% 14% False False 78,017
40 127-080 123-020 4-060 3.4% 0-225 0.6% 14% False False 39,970
60 127-080 122-100 4-300 4.0% 0-197 0.5% 27% False False 26,688
80 127-080 121-220 5-180 4.5% 0-152 0.4% 35% False False 20,016
100 127-080 119-060 8-020 6.5% 0-123 0.3% 55% False False 16,014
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 0-057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-072
2.618 125-304
1.618 125-054
1.000 124-220
0.618 124-124
HIGH 123-290
0.618 123-194
0.500 123-165
0.382 123-136
LOW 123-040
0.618 122-206
1.000 122-110
1.618 121-276
2.618 121-026
4.250 119-258
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 123-195 124-010
PP 123-180 123-290
S1 123-165 123-250

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

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