ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 127-090 127-120 0-030 0.1% 126-060
High 127-145 127-220 0-075 0.2% 127-210
Low 127-090 126-310 -0-100 -0.2% 126-055
Close 127-140 127-025 -0-115 -0.3% 127-100
Range 0-055 0-230 0-175 318.2% 1-155
ATR 0-219 0-220 0-001 0.4% 0-000
Volume 100,555 889,025 788,470 784.1% 5,385,016
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 129-128 128-307 127-152
R3 128-218 128-077 127-088
R2 127-308 127-308 127-067
R1 127-167 127-167 127-046 127-122
PP 127-078 127-078 127-078 127-056
S1 126-257 126-257 127-004 126-212
S2 126-168 126-168 126-303
S3 125-258 126-027 126-282
S4 125-028 125-117 126-218
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 131-160 130-285 128-041
R3 130-005 129-130 127-231
R2 128-170 128-170 127-187
R1 127-295 127-295 127-144 128-072
PP 127-015 127-015 127-015 127-064
S1 126-140 126-140 127-056 126-238
S2 125-180 125-180 127-013
S3 124-025 124-305 126-289
S4 122-190 123-150 126-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-220 126-195 1-025 0.8% 0-191 0.5% 43% True False 909,828
10 127-220 125-100 2-120 1.9% 0-188 0.5% 74% True False 1,016,304
20 127-220 123-165 4-055 3.3% 0-213 0.5% 85% True False 1,088,735
40 127-220 122-300 4-240 3.7% 0-249 0.6% 87% True False 905,429
60 127-220 121-110 6-110 5.0% 0-225 0.6% 90% True False 605,808
80 127-220 118-220 9-000 7.1% 0-206 0.5% 93% True False 454,458
100 127-220 117-140 10-080 8.1% 0-173 0.4% 94% True False 363,573
120 127-220 113-050 14-170 11.4% 0-153 0.4% 96% True False 302,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-238
2.618 129-182
1.618 128-272
1.000 128-130
0.618 128-042
HIGH 127-220
0.618 127-132
0.500 127-105
0.382 127-078
LOW 126-310
0.618 126-168
1.000 126-080
1.618 125-258
2.618 125-028
4.250 123-292
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 127-105 127-078
PP 127-078 127-060
S1 127-052 127-042

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

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