ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 126-090 126-080 -0-010 0.0% 126-230
High 126-160 126-080 -0-080 -0.2% 127-020
Low 126-000 125-260 -0-060 -0.1% 125-130
Close 126-120 125-300 -0-140 -0.3% 125-170
Range 0-160 0-140 -0-020 -12.5% 1-210
ATR 0-175 0-175 0-000 0.2% 0-000
Volume 5,663 3,695 -1,968 -34.8% 5,837
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-100 127-020 126-057
R3 126-280 126-200 126-018
R2 126-140 126-140 126-006
R1 126-060 126-060 125-313 126-030
PP 126-000 126-000 126-000 125-305
S1 125-240 125-240 125-287 125-210
S2 125-180 125-180 125-274
S3 125-040 125-100 125-262
S4 124-220 124-280 125-223
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
5 126-160 125-130 1-030 0.9% 0-196 0.5% 49% False False 4,614
10 127-020 125-130 1-210 1.3% 0-178 0.4% 32% False False 2,590
20 127-020 124-190 2-150 2.0% 0-162 0.4% 54% False False 1,429
40 127-020 122-100 4-240 3.8% 0-131 0.3% 76% False False 727
60 127-020 121-050 5-290 4.7% 0-091 0.2% 81% False False 485
80 127-020 119-060 7-280 6.3% 0-071 0.2% 86% False False 366
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-044
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-035
2.618 127-127
1.618 126-307
1.000 126-220
0.618 126-167
HIGH 126-080
0.618 126-027
0.500 126-010
0.382 125-313
LOW 125-260
0.618 125-173
1.000 125-120
1.618 125-033
2.618 124-213
4.250 123-305
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 126-010 126-050
PP 126-000 126-027
S1 125-310 126-003

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

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