ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 125-275 126-090 0-135 0.3% 126-140
High 126-130 126-215 0-085 0.2% 126-305
Low 125-250 126-025 0-095 0.2% 125-015
Close 126-090 126-100 0-010 0.0% 126-090
Range 0-200 0-190 -0-010 -5.0% 1-290
ATR 0-223 0-221 -0-002 -1.1% 0-000
Volume 1,098,768 966,783 -131,985 -12.0% 5,792,789
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 128-043 127-262 126-204
R3 127-173 127-072 126-152
R2 126-303 126-303 126-135
R1 126-202 126-202 126-117 126-252
PP 126-113 126-113 126-113 126-139
S1 126-012 126-012 126-083 126-062
S2 125-243 125-243 126-065
S3 125-053 125-142 126-048
S4 124-183 124-272 125-316
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 131-260 130-305 127-106
R3 129-290 129-015 126-258
R2 128-000 128-000 126-202
R1 127-045 127-045 126-146 126-198
PP 126-030 126-030 126-030 125-266
S1 125-075 125-075 126-034 124-228
S2 124-060 124-060 125-298
S3 122-090 123-105 125-242
S4 120-120 121-135 125-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-215 125-015 1-200 1.3% 0-236 0.6% 78% True False 1,168,312
10 127-070 125-015 2-055 1.7% 0-214 0.5% 58% False False 1,059,723
20 127-220 125-015 2-205 2.1% 0-209 0.5% 48% False False 1,048,401
40 127-220 122-300 4-240 3.8% 0-229 0.6% 71% False False 1,095,544
60 127-220 122-300 4-240 3.8% 0-235 0.6% 71% False False 860,643
80 127-220 120-170 7-050 5.7% 0-221 0.5% 81% False False 646,211
100 127-220 118-220 9-000 7.1% 0-197 0.5% 85% False False 517,002
120 127-220 116-110 11-110 9.0% 0-171 0.4% 88% False False 430,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-051
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-062
2.618 128-072
1.618 127-202
1.000 127-085
0.618 127-012
HIGH 126-215
0.618 126-142
0.500 126-120
0.382 126-098
LOW 126-025
0.618 125-228
1.000 125-155
1.618 125-038
2.618 124-168
4.250 123-178
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 126-120 126-052
PP 126-113 126-005
S1 126-107 125-278

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

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