ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 126-210 126-000 -0-210 -0.5% 126-230
High 126-210 126-110 -0-100 -0.2% 127-020
Low 126-000 125-130 -0-190 -0.5% 125-130
Close 126-010 125-170 -0-160 -0.4% 125-170
Range 0-210 0-300 0-090 42.9% 1-210
ATR 0-161 0-171 0-010 6.2% 0-000
Volume 691 3,183 2,492 360.6% 5,837
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-183 127-317 126-015
R3 127-203 127-017 125-252
R2 126-223 126-223 125-225
R1 126-037 126-037 125-198 125-300
PP 125-243 125-243 125-243 125-215
S1 125-057 125-057 125-142 125-000
S2 124-263 124-263 125-115
S3 123-283 124-077 125-088
S4 122-303 123-097 125-005
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 130-310 129-290 126-142
R3 129-100 128-080 125-316
R2 127-210 127-210 125-267
R1 126-190 126-190 125-219 126-095
PP 126-000 126-000 126-000 125-272
S1 124-300 124-300 125-121 124-205
S2 124-110 124-110 125-073
S3 122-220 123-090 125-024
S4 121-010 121-200 124-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-020 125-130 1-210 1.3% 0-184 0.5% 8% False True 1,167
10 127-020 125-130 1-210 1.3% 0-159 0.4% 8% False True 637
20 127-020 123-090 3-250 3.0% 0-172 0.4% 60% False False 441
40 127-020 122-100 4-240 3.8% 0-115 0.3% 68% False False 230
60 127-020 120-070 6-270 5.5% 0-080 0.2% 78% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 130-105
2.618 128-255
1.618 127-275
1.000 127-090
0.618 126-295
HIGH 126-110
0.618 125-315
0.500 125-280
0.382 125-245
LOW 125-130
0.618 124-265
1.000 124-150
1.618 123-285
2.618 122-305
4.250 121-135
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 125-280 126-015
PP 125-243 125-280
S1 125-207 125-225

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

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