ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 125-210 125-210 0-000 0.0% 125-210
High 126-070 125-220 -0-170 -0.4% 126-160
Low 125-210 124-290 -0-240 -0.6% 125-190
Close 125-230 124-310 -0-240 -0.6% 125-220
Range 0-180 0-250 0-070 38.9% 0-290
ATR 0-171 0-178 0-006 3.7% 0-000
Volume 2,012 1,088 -924 -45.9% 21,540
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 127-170 127-010 125-128
R3 126-240 126-080 125-059
R2 125-310 125-310 125-036
R1 125-150 125-150 125-013 125-105
PP 125-060 125-060 125-060 125-038
S1 124-220 124-220 124-287 124-175
S2 124-130 124-130 124-264
S3 123-200 123-290 124-241
S4 122-270 123-040 124-172
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
5 126-160 124-290 1-190 1.3% 0-166 0.4% 4% False True 2,821
10 126-220 124-290 1-250 1.4% 0-189 0.5% 4% False True 2,994
20 127-020 124-250 2-090 1.8% 0-161 0.4% 8% False False 1,588
40 127-020 122-100 4-240 3.8% 0-142 0.4% 56% False False 846
60 127-020 121-190 5-150 4.4% 0-100 0.3% 62% False False 564
80 127-020 119-060 7-280 6.3% 0-077 0.2% 73% False False 425
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 0-038
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-002
2.618 127-234
1.618 126-304
1.000 126-150
0.618 126-054
HIGH 125-220
0.618 125-124
0.500 125-095
0.382 125-066
LOW 124-290
0.618 124-136
1.000 124-040
1.618 123-206
2.618 122-276
4.250 121-188
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 125-095 125-180
PP 125-060 125-117
S1 125-025 125-053

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

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