ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 126-090 126-080 -0-010 0.0% 126-140
High 126-215 126-195 -0-020 0.0% 126-305
Low 126-025 126-060 0-035 0.1% 125-015
Close 126-100 126-170 0-070 0.2% 126-090
Range 0-190 0-135 -0-055 -28.9% 1-290
ATR 0-221 0-215 -0-006 -2.8% 0-000
Volume 966,783 676,993 -289,790 -30.0% 5,792,789
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-227 127-173 126-244
R3 127-092 127-038 126-207
R2 126-277 126-277 126-195
R1 126-223 126-223 126-182 126-250
PP 126-142 126-142 126-142 126-155
S1 126-088 126-088 126-158 126-115
S2 126-007 126-007 126-145
S3 125-192 125-273 126-133
S4 125-057 125-138 126-096
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% 0-211 0.5% 91% False False 1,041,079
10 127-070 125-015 2-055 1.7% 0-202 0.5% 68% False False 1,013,717
20 127-220 125-015 2-205 2.1% 0-210 0.5% 56% False False 1,028,473
40 127-220 122-300 4-240 3.8% 0-223 0.6% 76% False False 1,079,268
60 127-220 122-300 4-240 3.8% 0-236 0.6% 76% False False 871,721
80 127-220 120-170 7-050 5.7% 0-221 0.5% 84% False False 654,666
100 127-220 118-220 9-000 7.1% 0-199 0.5% 87% False False 523,772
120 127-220 117-090 10-130 8.2% 0-172 0.4% 89% False False 436,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-129
2.618 127-228
1.618 127-093
1.000 127-010
0.618 126-278
HIGH 126-195
0.618 126-143
0.500 126-128
0.382 126-112
LOW 126-060
0.618 125-297
1.000 125-245
1.618 125-162
2.618 125-027
4.250 124-126
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 126-156 126-138
PP 126-142 126-105
S1 126-128 126-072

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

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