ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 126-160 126-230 0-070 0.2% 125-220
High 127-020 126-290 -0-050 -0.1% 127-020
Low 126-160 126-230 0-070 0.2% 125-220
Close 126-250 126-290 0-040 0.1% 126-250
Range 0-180 0-060 -0-120 -66.7% 1-120
ATR 0-161 0-154 -0-007 -4.5% 0-000
Volume 182 168 -14 -7.7% 540
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-130 127-110 127-003
R3 127-070 127-050 126-306
R2 127-010 127-010 126-301
R1 126-310 126-310 126-296 127-000
PP 126-270 126-270 126-270 126-275
S1 126-250 126-250 126-284 126-260
S2 126-210 126-210 126-279
S3 126-150 126-190 126-274
S4 126-090 126-130 126-257
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 130-203 130-027 127-172
R3 129-083 128-227 127-051
R2 127-283 127-283 127-011
R1 127-107 127-107 126-290 127-195
PP 126-163 126-163 126-163 126-208
S1 125-307 125-307 126-210 126-075
S2 125-043 125-043 126-169
S3 123-243 124-187 126-129
S4 122-123 123-067 126-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-020 125-290 1-050 0.9% 0-130 0.3% 86% False False 135
10 127-020 124-250 2-090 1.8% 0-135 0.3% 93% False False 154
20 127-020 123-010 4-010 3.2% 0-142 0.4% 96% False False 158
40 127-020 122-100 4-240 3.7% 0-094 0.2% 97% False False 89
60 127-020 120-070 6-270 5.4% 0-066 0.2% 98% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-225
2.618 127-127
1.618 127-067
1.000 127-030
0.618 127-007
HIGH 126-290
0.618 126-267
0.500 126-260
0.382 126-253
LOW 126-230
0.618 126-193
1.000 126-170
1.618 126-133
2.618 126-073
4.250 125-295
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 126-280 126-277
PP 126-270 126-263
S1 126-260 126-250

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

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