ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 120-205 120-265 0-060 0.2% 122-235
High 121-080 121-045 -0-035 -0.1% 123-120
Low 120-140 119-290 -0-170 -0.4% 119-290
Close 120-245 120-070 -0-175 -0.5% 120-070
Range 0-260 1-075 0-135 51.9% 3-150
ATR 1-002 1-007 0-005 1.6% 0-000
Volume 1,240,721 817,037 -423,684 -34.1% 5,871,322
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-040 123-130 120-287
R3 122-285 122-055 120-179
R2 121-210 121-210 120-142
R1 120-300 120-300 120-106 120-218
PP 120-135 120-135 120-135 120-094
S1 119-225 119-225 120-034 119-142
S2 119-060 119-060 119-318
S3 117-305 118-150 119-281
S4 116-230 117-075 119-173
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 131-183 129-117 122-040
R3 128-033 125-287 121-055
R2 124-203 124-203 120-274
R1 122-137 122-137 120-172 121-255
PP 121-053 121-053 121-053 120-272
S1 118-307 118-307 119-288 118-105
S2 117-223 117-223 119-186
S3 114-073 115-157 119-085
S4 110-243 112-007 118-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 119-290 3-150 2.9% 1-080 1.0% 9% False True 1,174,264
10 124-180 119-290 4-210 3.9% 1-044 0.9% 7% False True 1,095,470
20 126-060 119-290 6-090 5.2% 1-019 0.9% 5% False True 620,397
40 127-080 119-290 7-110 6.1% 0-282 0.7% 4% False True 313,749
60 127-080 119-290 7-110 6.1% 0-240 0.6% 4% False True 209,260
80 127-080 119-290 7-110 6.1% 0-195 0.5% 4% False True 156,950
100 127-080 119-290 7-110 6.1% 0-158 0.4% 4% False True 125,560
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-124
2.618 124-119
1.618 123-044
1.000 122-120
0.618 121-289
HIGH 121-045
0.618 120-214
0.500 120-168
0.382 120-121
LOW 119-290
0.618 119-046
1.000 118-215
1.618 117-291
2.618 116-216
4.250 114-211
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 120-168 120-250
PP 120-135 120-190
S1 120-102 120-130

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

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