ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 125-140 125-160 0-020 0.0% 125-210
High 125-270 125-250 -0-020 0.0% 126-070
Low 125-110 125-150 0-040 0.1% 124-110
Close 125-160 125-240 0-080 0.2% 125-160
Range 0-160 0-100 -0-060 -37.5% 1-280
ATR 0-184 0-178 -0-006 -3.3% 0-000
Volume 3,257 2,888 -369 -11.3% 13,139
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 126-193 126-157 125-295
R3 126-093 126-057 125-268
R2 125-313 125-313 125-258
R1 125-277 125-277 125-249 125-295
PP 125-213 125-213 125-213 125-222
S1 125-177 125-177 125-231 125-195
S2 125-113 125-113 125-222
S3 125-013 125-077 125-212
S4 124-233 124-297 125-185
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% 0-184 0.5% 94% False False 3,236
10 126-160 124-110 2-050 1.7% 0-175 0.4% 65% False False 3,029
20 127-020 124-110 2-230 2.2% 0-178 0.4% 52% False False 2,351
40 127-020 122-100 4-240 3.8% 0-155 0.4% 72% False False 1,250
60 127-020 122-100 4-240 3.8% 0-112 0.3% 72% False False 834
80 127-020 119-060 7-280 6.3% 0-087 0.2% 83% False False 626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-035
2.618 126-192
1.618 126-092
1.000 126-030
0.618 125-312
HIGH 125-250
0.618 125-212
0.500 125-200
0.382 125-188
LOW 125-150
0.618 125-088
1.000 125-050
1.618 124-308
2.618 124-208
4.250 124-045
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 125-227 125-208
PP 125-213 125-177
S1 125-200 125-145

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

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