ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 124-110 125-020 0-230 0.6% 125-210
High 125-070 125-190 0-120 0.3% 126-070
Low 124-110 125-020 0-230 0.6% 124-110
Close 125-030 125-160 0-130 0.3% 125-160
Range 0-280 0-170 -0-110 -39.3% 1-280
ATR 0-187 0-186 -0-001 -0.7% 0-000
Volume 5,040 2,936 -2,104 -41.7% 13,139
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 126-313 126-247 125-254
R3 126-143 126-077 125-207
R2 125-293 125-293 125-191
R1 125-227 125-227 125-176 125-260
PP 125-123 125-123 125-123 125-140
S1 125-057 125-057 125-144 125-090
S2 124-273 124-273 125-129
S3 124-103 124-207 125-113
S4 123-253 124-037 125-066
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 130-313 130-037 126-170
R3 129-033 128-077 126-005
R2 127-073 127-073 125-270
R1 126-117 126-117 125-215 125-275
PP 125-113 125-113 125-113 125-032
S1 124-157 124-157 125-105 123-315
S2 123-153 123-153 125-050
S3 121-193 122-197 124-315
S4 119-233 120-237 124-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-070 124-110 1-280 1.5% 0-218 0.5% 62% False False 2,627
10 126-160 124-110 2-050 1.7% 0-187 0.5% 54% False False 3,467
20 127-020 124-110 2-230 2.2% 0-173 0.4% 43% False False 2,052
40 127-020 122-100 4-240 3.8% 0-157 0.4% 67% False False 1,096
60 127-020 122-100 4-240 3.8% 0-108 0.3% 67% False False 732
80 127-020 119-060 7-280 6.3% 0-085 0.2% 80% False False 550
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-272
2.618 126-315
1.618 126-145
1.000 126-040
0.618 125-295
HIGH 125-190
0.618 125-125
0.500 125-105
0.382 125-085
LOW 125-020
0.618 124-235
1.000 124-170
1.618 124-065
2.618 123-215
4.250 122-258
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 125-142 125-103
PP 125-123 125-047
S1 125-105 124-310

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

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