ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 125-210 126-060 0-170 0.4% 126-230
High 126-090 126-150 0-060 0.1% 127-020
Low 125-210 125-290 0-080 0.2% 125-130
Close 126-070 126-120 0-050 0.1% 125-170
Range 0-200 0-180 -0-020 -10.0% 1-210
ATR 0-176 0-176 0-000 0.2% 0-000
Volume 6,971 3,560 -3,411 -48.9% 5,837
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-300 127-230 126-219
R3 127-120 127-050 126-170
R2 126-260 126-260 126-153
R1 126-190 126-190 126-136 126-225
PP 126-080 126-080 126-080 126-098
S1 126-010 126-010 126-104 126-045
S2 125-220 125-220 126-087
S3 125-040 125-150 126-070
S4 124-180 124-290 126-021
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
5 126-220 125-130 1-090 1.0% 0-212 0.5% 76% False False 3,166
10 127-020 125-130 1-210 1.3% 0-180 0.4% 58% False False 1,674
20 127-020 124-190 2-150 2.0% 0-162 0.4% 72% False False 967
40 127-020 122-100 4-240 3.8% 0-124 0.3% 86% False False 493
60 127-020 120-070 6-270 5.4% 0-086 0.2% 90% False False 329
80 127-020 118-160 8-180 6.8% 0-070 0.2% 92% False False 249
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-275
2.618 127-301
1.618 127-121
1.000 127-010
0.618 126-261
HIGH 126-150
0.618 126-081
0.500 126-060
0.382 126-039
LOW 125-290
0.618 125-179
1.000 125-110
1.618 124-319
2.618 124-139
4.250 123-165
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 126-100 126-073
PP 126-080 126-027
S1 126-060 125-300

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

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