ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 123-190 123-290 0-100 0.3% 123-130
High 124-010 124-180 0-170 0.4% 124-300
Low 123-120 123-270 0-150 0.4% 123-040
Close 123-300 124-040 0-060 0.2% 123-210
Range 0-210 0-230 0-020 9.5% 1-260
ATR 0-268 0-265 -0-003 -1.0% 0-000
Volume 364,087 736,336 372,249 102.2% 1,308,824
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-107 125-303 124-166
R3 125-197 125-073 124-103
R2 124-287 124-287 124-082
R1 124-163 124-163 124-061 124-225
PP 124-057 124-057 124-057 124-088
S1 123-253 123-253 124-019 123-315
S2 123-147 123-147 123-318
S3 122-237 123-023 123-297
S4 122-007 122-113 123-234
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% 0-278 0.7% 55% False False 476,009
10 124-300 123-020 1-280 1.5% 0-262 0.7% 57% False False 253,065
20 127-080 123-020 4-060 3.4% 0-287 0.7% 25% False False 132,729
40 127-080 123-020 4-060 3.4% 0-232 0.6% 25% False False 67,471
60 127-080 122-100 4-300 4.0% 0-198 0.5% 37% False False 45,028
80 127-080 122-100 4-300 4.0% 0-155 0.4% 37% False False 33,772
100 127-080 119-060 8-020 6.5% 0-127 0.3% 61% False False 27,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-198
2.618 126-142
1.618 125-232
1.000 125-090
0.618 125-002
HIGH 124-180
0.618 124-092
0.500 124-065
0.382 124-038
LOW 123-270
0.618 123-128
1.000 123-040
1.618 122-218
2.618 121-308
4.250 120-252
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 124-065 124-010
PP 124-057 123-300
S1 124-048 123-270

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

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