ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 123-290 124-020 0-050 0.1% 123-130
High 124-180 124-050 -0-130 -0.3% 124-300
Low 123-270 122-180 -1-090 -1.0% 123-040
Close 124-040 122-270 -1-090 -1.0% 123-210
Range 0-230 1-190 0-280 121.7% 1-260
ATR 0-265 0-283 0-017 6.6% 0-000
Volume 736,336 1,143,602 407,266 55.3% 1,308,824
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 127-310 127-000 123-230
R3 126-120 125-130 123-090
R2 124-250 124-250 123-044
R1 123-260 123-260 122-317 123-160
PP 123-060 123-060 123-060 123-010
S1 122-070 122-070 122-223 121-290
S2 121-190 121-190 122-176
S3 120-000 120-200 122-130
S4 118-130 119-010 121-310
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
5 124-200 122-180 2-020 1.7% 1-010 0.8% 14% False True 679,182
10 124-300 122-180 2-120 1.9% 0-286 0.7% 12% False True 366,224
20 127-080 122-180 4-220 3.8% 0-308 0.8% 6% False True 189,764
40 127-080 122-180 4-220 3.8% 0-242 0.6% 6% False True 96,058
60 127-080 122-100 4-300 4.0% 0-206 0.5% 11% False False 64,088
80 127-080 122-100 4-300 4.0% 0-161 0.4% 11% False False 48,067
100 127-080 119-060 8-020 6.6% 0-131 0.3% 45% False False 38,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 130-298
2.618 128-105
1.618 126-235
1.000 125-240
0.618 125-045
HIGH 124-050
0.618 123-175
0.500 123-115
0.382 123-055
LOW 122-180
0.618 121-185
1.000 120-310
1.618 119-315
2.618 118-125
4.250 115-252
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 123-115 123-180
PP 123-060 123-103
S1 123-005 123-027

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

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