ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	124-165	124-115	-0-050	-0.1%	125-285
High	124-260	125-075	0-135	0.3%	125-300
Low	124-100	124-065	-0-035	-0.1%	124-015
Close	124-165	125-030	0-185	0.5%	124-165
Range	0-160	1-010	0-170	106.3%	1-285
ATR	0-269	0-274	0-004	1.6%	0-000
Volume	641,623	956,043	314,420	49.0%	6,388,355

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-300	127-175	125-212
R3	126-290	126-165	125-121
R2	125-280	125-280	125-090
R1	125-155	125-155	125-060	125-218
PP	124-270	124-270	124-270	124-301
S1	124-145	124-145	125-000	124-208
S2	123-260	123-260	124-290
S3	122-250	123-135	124-259
S4	121-240	122-125	124-168

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-162	129-128	125-178
R3	128-197	127-163	125-011
R2	126-232	126-232	124-276
R1	125-198	125-198	124-220	125-072
PP	124-267	124-267	124-267	124-204
S1	123-233	123-233	124-110	123-108
S2	122-302	122-302	124-054
S3	121-017	121-268	123-319
S4	119-052	119-303	123-152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-100	124-015	1-085	1.0%	0-247	0.6%	83%	False	False	1,124,811
10	127-215	124-015	3-200	2.9%	1-004	0.8%	29%	False	False	1,199,568
20	128-010	124-015	3-315	3.2%	0-278	0.7%	26%	False	False	1,164,580
40	128-010	124-015	3-315	3.2%	0-240	0.6%	26%	False	False	1,105,685
60	128-010	122-300	5-030	4.1%	0-252	0.6%	42%	False	False	1,116,464
80	128-010	122-160	5-170	4.4%	0-243	0.6%	47%	False	False	864,081
100	128-010	120-170	7-160	6.0%	0-227	0.6%	61%	False	False	691,491
120	128-010	118-220	9-110	7.5%	0-204	0.5%	69%	False	False	576,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-078
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-198
2.618	127-299
1.618	126-289
1.000	126-085
0.618	125-279
HIGH	125-075
0.618	124-269
0.500	124-230
0.382	124-191
LOW	124-065
0.618	123-181
1.000	123-055
1.618	122-171
2.618	121-161
4.250	119-262

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	124-310	124-302
PP	124-270	124-253
S1	124-230	124-205

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