ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 125-270 125-210 -0-060 -0.1% 125-210
High 125-290 126-070 0-100 0.2% 126-160
Low 125-190 125-210 0-020 0.0% 125-190
Close 125-220 125-230 0-010 0.0% 125-220
Range 0-100 0-180 0-080 80.0% 0-290
ATR 0-171 0-171 0-001 0.4% 0-000
Volume 1,651 2,012 361 21.9% 21,540
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-177 127-063 126-009
R3 126-317 126-203 125-280
R2 126-137 126-137 125-263
R1 126-023 126-023 125-246 126-080
PP 125-277 125-277 125-277 125-305
S1 125-163 125-163 125-214 125-220
S2 125-097 125-097 125-197
S3 124-237 124-303 125-180
S4 124-057 124-123 125-131
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% 0-152 0.4% 14% False False 3,316
10 127-020 125-130 1-210 1.3% 0-182 0.5% 19% False False 2,922
20 127-020 124-250 2-090 1.8% 0-158 0.4% 41% False False 1,538
40 127-020 122-100 4-240 3.8% 0-136 0.3% 72% False False 819
60 127-020 121-110 5-230 4.5% 0-096 0.2% 77% False False 546
80 127-020 119-060 7-280 6.3% 0-074 0.2% 83% False False 411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-195
2.618 127-221
1.618 127-041
1.000 126-250
0.618 126-181
HIGH 126-070
0.618 126-001
0.500 125-300
0.382 125-279
LOW 125-210
0.618 125-099
1.000 125-030
1.618 124-239
2.618 124-059
4.250 123-085
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 125-300 125-295
PP 125-277 125-273
S1 125-253 125-252

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

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