ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 126-250 126-140 -0-110 -0.3% 125-220
High 127-020 126-220 -0-120 -0.3% 127-020
Low 126-160 126-050 -0-110 -0.3% 125-220
Close 126-160 126-210 0-050 0.1% 126-250
Range 0-180 0-170 -0-010 -5.6% 1-120
ATR 0-156 0-157 0-001 0.6% 0-000
Volume 367 1,428 1,061 289.1% 540
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-030 127-290 126-304
R3 127-180 127-120 126-257
R2 127-010 127-010 126-241
R1 126-270 126-270 126-226 126-300
PP 126-160 126-160 126-160 126-175
S1 126-100 126-100 126-194 126-130
S2 125-310 125-310 126-179
S3 125-140 125-250 126-163
S4 124-290 125-080 126-116
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
5 127-020 126-050 0-290 0.7% 0-132 0.3% 55% False True 457
10 127-020 124-250 2-090 1.8% 0-146 0.4% 82% False False 296
20 127-020 123-010 4-010 3.2% 0-156 0.4% 90% False False 248
40 127-020 122-100 4-240 3.8% 0-102 0.3% 91% False False 133
60 127-020 120-070 6-270 5.4% 0-072 0.2% 94% False False 90
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 True
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-302
2.618 128-025
1.618 127-175
1.000 127-070
0.618 127-005
HIGH 126-220
0.618 126-155
0.500 126-135
0.382 126-115
LOW 126-050
0.618 125-265
1.000 125-200
1.618 125-095
2.618 124-245
4.250 123-288
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 126-185 126-205
PP 126-160 126-200
S1 126-135 126-195

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

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