ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	127-075	126-190	-0-205	-0.5%	127-090
High	127-090	127-030	-0-060	-0.1%	127-220
Low	126-170	126-020	-0-150	-0.4%	126-020
Close	126-215	126-075	-0-140	-0.3%	126-075
Range	0-240	1-010	0-090	37.5%	1-200
ATR	0-218	0-226	0-008	3.6%	0-000
Volume	1,259,456	1,641,767	382,311	30.4%	4,906,384

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-178	128-297	126-256
R3	128-168	127-287	126-166
R2	127-158	127-158	126-136
R1	126-277	126-277	126-105	126-212
PP	126-148	126-148	126-148	126-116
S1	125-267	125-267	126-045	125-202
S2	125-138	125-138	126-014
S3	124-128	124-257	125-304
S4	123-118	123-247	125-214

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-172	130-163	127-041
R3	129-292	128-283	126-218
R2	128-092	128-092	126-170
R1	127-083	127-083	126-123	126-308
PP	126-212	126-212	126-212	126-164
S1	125-203	125-203	126-027	125-108
S2	125-012	125-012	125-300
S3	123-132	124-003	125-252
S4	121-252	122-123	125-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-220	126-020	1-200	1.3%	0-207	0.5%	11%	False	True	981,276
10	127-220	126-020	1-200	1.3%	0-194	0.5%	11%	False	True	1,029,140
20	127-220	124-010	3-210	2.9%	0-213	0.5%	60%	False	False	1,094,970
40	127-220	122-300	4-240	3.8%	0-252	0.6%	69%	False	False	999,083
60	127-220	121-110	6-110	5.0%	0-229	0.6%	77%	False	False	670,983
80	127-220	120-050	7-170	6.0%	0-211	0.5%	81%	False	False	503,417
100	127-220	117-140	10-080	8.1%	0-178	0.4%	86%	False	False	402,740
120	127-220	114-090	13-130	10.6%	0-160	0.4%	89%	False	False	335,618

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	0-056
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	131-152
2.618	129-254
1.618	128-244
1.000	128-040
0.618	127-234
HIGH	127-030
0.618	126-224
0.500	126-185
0.382	126-146
LOW	126-020
0.618	125-136
1.000	125-010
1.618	124-126
2.618	123-116
4.250	121-218

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	126-185	126-215
PP	126-148	126-168
S1	126-112	126-122

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols