ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 124-050 122-250 -1-120 -1.1% 124-160
High 124-065 122-250 -1-135 -1.1% 125-150
Low 122-140 121-075 -1-065 -1.0% 123-045
Close 122-160 121-280 -0-200 -0.5% 123-225
Range 1-245 1-175 -0-070 -12.4% 2-105
ATR 0-310 1-003 0-013 4.3% 0-000
Volume 38,353 20,781 -17,572 -45.8% 2,010,734
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 126-193 125-252 122-232
R3 125-018 124-077 122-096
R2 123-163 123-163 122-051
R1 122-222 122-222 122-005 122-105
PP 121-308 121-308 121-308 121-250
S1 121-047 121-047 121-235 120-250
S2 120-133 120-133 121-189
S3 118-278 119-192 121-144
S4 117-103 118-017 121-008
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 131-028 129-232 124-315
R3 128-243 127-127 124-110
R2 126-138 126-138 124-042
R1 125-022 125-022 123-293 124-188
PP 124-033 124-033 124-033 123-276
S1 122-237 122-237 123-157 122-082
S2 121-248 121-248 123-088
S3 119-143 120-132 123-020
S4 117-038 118-027 122-135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-140 121-075 3-065 2.6% 1-061 1.0% 20% False True 65,436
10 125-170 121-075 4-095 3.5% 1-030 0.9% 15% False True 464,770
20 127-075 121-075 6-000 4.9% 1-010 0.8% 11% False True 843,304
40 128-010 121-075 6-255 5.6% 0-281 0.7% 9% False True 973,240
60 128-010 121-075 6-255 5.6% 0-258 0.7% 9% False True 1,011,738
80 128-010 121-075 6-255 5.6% 0-265 0.7% 9% False True 939,335
100 128-010 121-075 6-255 5.6% 0-247 0.6% 9% False True 752,781
120 128-010 118-220 9-110 7.7% 0-231 0.6% 34% False False 627,386
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-114
2.618 126-266
1.618 125-091
1.000 124-105
0.618 123-236
HIGH 122-250
0.618 122-061
0.500 122-002
0.382 121-264
LOW 121-075
0.618 120-089
1.000 119-220
1.618 118-234
2.618 117-059
4.250 114-211
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 122-002 122-258
PP 121-308 122-158
S1 121-294 122-059

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

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