ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 124-095 124-160 0-065 0.2% 124-115
High 124-270 124-310 0-040 0.1% 125-275
Low 124-015 124-095 0-080 0.2% 124-015
Close 124-190 124-280 0-090 0.2% 124-190
Range 0-255 0-215 -0-040 -15.7% 1-260
ATR 0-282 0-277 -0-005 -1.7% 0-000
Volume 800,291 1,130,062 329,771 41.2% 4,975,119
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-233 126-152 125-078
R3 126-018 125-257 125-019
R2 125-123 125-123 124-319
R1 125-042 125-042 124-300 125-082
PP 124-228 124-228 124-228 124-249
S1 124-147 124-147 124-260 124-188
S2 124-013 124-013 124-241
S3 123-118 123-252 124-221
S4 122-223 123-037 124-162
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-087 129-078 125-189
R3 128-147 127-138 125-030
R2 126-207 126-207 124-296
R1 125-198 125-198 124-243 126-042
PP 124-267 124-267 124-267 125-029
S1 123-258 123-258 124-137 124-102
S2 123-007 123-007 124-084
S3 121-067 121-318 124-030
S4 119-127 120-058 123-191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-275 124-015 1-260 1.5% 0-299 0.7% 46% False False 1,221,036
10 125-300 124-015 1-285 1.5% 0-287 0.7% 44% False False 1,249,353
20 128-010 124-015 3-315 3.2% 0-287 0.7% 21% False False 1,178,298
40 128-010 124-015 3-315 3.2% 0-246 0.6% 21% False False 1,107,927
60 128-010 122-300 5-030 4.1% 0-252 0.6% 38% False False 1,125,147
80 128-010 122-300 5-030 4.1% 0-249 0.6% 38% False False 928,133
100 128-010 120-170 7-160 6.0% 0-233 0.6% 58% False False 742,963
120 128-010 118-220 9-110 7.5% 0-211 0.5% 66% False False 619,161
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 0-056
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-264
2.618 126-233
1.618 126-018
1.000 125-205
0.618 125-123
HIGH 124-310
0.618 124-228
0.500 124-202
0.382 124-177
LOW 124-095
0.618 123-282
1.000 123-200
1.618 123-067
2.618 122-172
4.250 121-141
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 124-254 124-271
PP 124-228 124-262
S1 124-202 124-252

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

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