ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	122-250	121-280	-0-290	-0.7%	124-160
High	122-250	122-085	-0-165	-0.4%	125-150
Low	121-075	121-165	0-090	0.2%	123-045
Close	121-280	121-245	-0-035	-0.1%	123-225
Range	1-175	0-240	-0-255	-51.5%	2-105
ATR	1-003	0-317	-0-006	-1.8%	0-000
Volume	20,781	18,333	-2,448	-11.8%	2,010,734

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-032	123-218	122-057
R3	123-112	122-298	121-311
R2	122-192	122-192	121-289
R1	122-058	122-058	121-267	122-005
PP	121-272	121-272	121-272	121-245
S1	121-138	121-138	121-223	121-085
S2	121-032	121-032	121-201
S3	120-112	120-218	121-179
S4	119-192	119-298	121-113

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%	17%	False	False	46,794
10	125-150	121-075	4-075	3.5%	1-010	0.8%	13%	False	False	293,580
20	127-075	121-075	6-000	4.9%	1-003	0.8%	9%	False	False	762,597
40	128-010	121-075	6-255	5.6%	0-283	0.7%	8%	False	False	948,309
60	128-010	121-075	6-255	5.6%	0-259	0.7%	8%	False	False	989,972
80	128-010	121-075	6-255	5.6%	0-266	0.7%	8%	False	False	939,288
100	128-010	121-075	6-255	5.6%	0-249	0.6%	8%	False	False	752,957
120	128-010	119-090	8-240	7.2%	0-233	0.6%	28%	False	False	627,538

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-145
2.618	124-073
1.618	123-153
1.000	123-005
0.618	122-233
HIGH	122-085
0.618	121-313
0.500	121-285
0.382	121-257
LOW	121-165
0.618	121-017
1.000	120-245
1.618	120-097
2.618	119-177
4.250	118-105

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	121-285	122-230
PP	121-272	122-128
S1	121-258	122-027

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