ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 125-020 125-140 0-120 0.3% 125-210
High 125-190 125-270 0-080 0.2% 126-070
Low 125-020 125-110 0-090 0.2% 124-110
Close 125-160 125-160 0-000 0.0% 125-160
Range 0-170 0-160 -0-010 -5.9% 1-280
ATR 0-186 0-184 -0-002 -1.0% 0-000
Volume 2,936 3,257 321 10.9% 13,139
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-020 126-250 125-248
R3 126-180 126-090 125-204
R2 126-020 126-020 125-189
R1 125-250 125-250 125-175 125-295
PP 125-180 125-180 125-180 125-202
S1 125-090 125-090 125-145 125-135
S2 125-020 125-020 125-131
S3 124-180 124-250 125-116
S4 124-020 124-090 125-072
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
5 125-270 124-110 1-160 1.2% 0-214 0.5% 77% True False 2,876
10 126-160 124-110 2-050 1.7% 0-183 0.5% 54% False False 3,096
20 127-020 124-110 2-230 2.2% 0-177 0.4% 43% False False 2,214
40 127-020 122-100 4-240 3.8% 0-154 0.4% 67% False False 1,178
60 127-020 122-100 4-240 3.8% 0-111 0.3% 67% False False 786
80 127-020 119-060 7-280 6.3% 0-087 0.2% 80% False False 590
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 0-025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-310
2.618 127-049
1.618 126-209
1.000 126-110
0.618 126-049
HIGH 125-270
0.618 125-209
0.500 125-190
0.382 125-171
LOW 125-110
0.618 125-011
1.000 124-270
1.618 124-171
2.618 124-011
4.250 123-070
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 125-190 125-117
PP 125-180 125-073
S1 125-170 125-030

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

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