ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 126-020 126-160 0-140 0.3% 124-220
High 126-270 126-230 -0-040 -0.1% 125-270
Low 126-020 126-160 0-140 0.3% 124-220
Close 126-170 126-190 0-020 0.0% 125-160
Range 0-250 0-070 -0-180 -72.0% 1-050
ATR 0-167 0-160 -0-007 -4.1% 0-000
Volume 52 143 91 175.0% 2,046
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-083 127-047 126-228
R3 127-013 126-297 126-209
R2 126-263 126-263 126-203
R1 126-227 126-227 126-196 126-245
PP 126-193 126-193 126-193 126-202
S1 126-157 126-157 126-184 126-175
S2 126-123 126-123 126-177
S3 126-053 126-087 126-171
S4 125-303 126-017 126-152
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-260 128-100 126-044
R3 127-210 127-050 125-262
R2 126-160 126-160 125-228
R1 126-000 126-000 125-194 126-080
PP 125-110 125-110 125-110 125-150
S1 124-270 124-270 125-126 125-030
S2 124-060 124-060 125-092
S3 123-010 123-220 125-058
S4 121-280 122-170 124-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-270 125-100 1-170 1.2% 0-116 0.3% 84% False False 140
10 126-270 124-190 2-080 1.8% 0-145 0.4% 89% False False 267
20 126-270 122-100 4-170 3.6% 0-138 0.3% 94% False False 141
40 126-270 122-100 4-170 3.6% 0-088 0.2% 94% False False 80
60 126-270 120-070 6-200 5.2% 0-062 0.2% 96% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-208
2.618 127-093
1.618 127-023
1.000 126-300
0.618 126-273
HIGH 126-230
0.618 126-203
0.500 126-195
0.382 126-187
LOW 126-160
0.618 126-117
1.000 126-090
1.618 126-047
2.618 125-297
4.250 125-182
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 126-195 126-167
PP 126-193 126-143
S1 126-192 126-120

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

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