ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 122-160 122-235 0-075 0.2% 123-190
High 123-150 123-120 -0-030 -0.1% 124-180
Low 122-020 122-230 0-210 0.5% 122-020
Close 122-200 123-105 0-225 0.6% 122-200
Range 1-130 0-210 -0-240 -53.3% 2-160
ATR 0-292 0-288 -0-004 -1.3% 0-000
Volume 1,299,780 752,079 -547,701 -42.1% 5,083,383
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-035 124-280 123-220
R3 124-145 124-070 123-163
R2 123-255 123-255 123-144
R1 123-180 123-180 123-124 123-218
PP 123-045 123-045 123-045 123-064
S1 122-290 122-290 123-086 123-008
S2 122-155 122-155 123-066
S3 121-265 122-080 123-047
S4 121-055 121-190 122-310
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 130-187 129-033 124-000
R3 128-027 126-193 123-100
R2 125-187 125-187 123-027
R1 124-033 124-033 122-273 123-190
PP 123-027 123-027 123-027 122-265
S1 121-193 121-193 122-127 121-030
S2 120-187 120-187 122-053
S3 118-027 119-033 121-300
S4 115-187 116-193 121-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 122-020 2-160 2.0% 1-008 0.8% 51% False False 1,094,275
10 124-300 122-020 2-280 2.3% 0-314 0.8% 44% False False 714,428
20 126-260 122-020 4-240 3.9% 0-303 0.8% 27% False False 367,358
40 127-080 122-020 5-060 4.2% 0-252 0.6% 24% False False 185,834
60 127-080 122-020 5-060 4.2% 0-216 0.5% 24% False False 123,940
80 127-080 122-020 5-060 4.2% 0-172 0.4% 24% False False 92,959
100 127-080 120-070 7-010 5.7% 0-140 0.4% 44% False False 74,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-052
2.618 125-030
1.618 124-140
1.000 124-010
0.618 123-250
HIGH 123-120
0.618 123-040
0.500 123-015
0.382 122-310
LOW 122-230
0.618 122-100
1.000 122-020
1.618 121-210
2.618 121-000
4.250 119-298
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 123-075 123-045
PP 123-045 122-305
S1 123-015 122-245

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

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