ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 126-080 125-270 -0-130 -0.3% 125-210
High 126-080 125-290 -0-110 -0.3% 126-160
Low 125-260 125-190 -0-070 -0.2% 125-190
Close 125-300 125-220 -0-080 -0.2% 125-220
Range 0-140 0-100 -0-040 -28.6% 0-290
ATR 0-175 0-171 -0-005 -2.7% 0-000
Volume 3,695 1,651 -2,044 -55.3% 21,540
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 126-213 126-157 125-275
R3 126-113 126-057 125-248
R2 126-013 126-013 125-238
R1 125-277 125-277 125-229 125-255
PP 125-233 125-233 125-233 125-222
S1 125-177 125-177 125-211 125-155
S2 125-133 125-133 125-202
S3 125-033 125-077 125-192
S4 124-253 124-297 125-165
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 128-207 128-023 126-060
R3 127-237 127-053 125-300
R2 126-267 126-267 125-273
R1 126-083 126-083 125-247 126-175
PP 125-297 125-297 125-297 126-022
S1 125-113 125-113 125-193 125-205
S2 125-007 125-007 125-167
S3 124-037 124-143 125-140
S4 123-067 123-173 125-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-160 125-190 0-290 0.7% 0-156 0.4% 10% False True 4,308
10 127-020 125-130 1-210 1.3% 0-170 0.4% 17% False False 2,737
20 127-020 124-220 2-120 1.9% 0-160 0.4% 42% False False 1,498
40 127-020 122-100 4-240 3.8% 0-133 0.3% 71% False False 768
60 127-020 121-110 5-230 4.5% 0-093 0.2% 76% False False 513
80 127-020 119-060 7-280 6.3% 0-071 0.2% 83% False False 386
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 0-046
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-075
2.618 126-232
1.618 126-132
1.000 126-070
0.618 126-032
HIGH 125-290
0.618 125-252
0.500 125-240
0.382 125-228
LOW 125-190
0.618 125-128
1.000 125-090
1.618 125-028
2.618 124-248
4.250 124-085
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 125-240 126-015
PP 125-233 125-297
S1 125-227 125-258

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

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