ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 126-070 126-250 0-180 0.4% 125-140
High 127-080 127-020 -0-060 -0.1% 127-080
Low 126-070 126-000 -0-070 -0.2% 125-100
Close 126-310 126-180 -0-130 -0.3% 126-180
Range 1-010 1-020 0-010 3.0% 1-300
ATR 0-208 0-217 0-009 4.6% 0-000
Volume 11,847 24,705 12,858 108.5% 45,710
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-233 129-067 127-047
R3 128-213 128-047 126-274
R2 127-193 127-193 126-242
R1 127-027 127-027 126-211 126-260
PP 126-173 126-173 126-173 126-130
S1 126-007 126-007 126-149 125-240
S2 125-153 125-153 126-118
S3 124-133 124-307 126-086
S4 123-113 123-287 125-313
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 132-060 131-100 127-201
R3 130-080 129-120 127-030
R2 128-100 128-100 126-294
R1 127-140 127-140 126-237 127-280
PP 126-120 126-120 126-120 126-190
S1 125-160 125-160 126-123 125-300
S2 124-140 124-140 126-066
S3 122-160 123-180 126-010
S4 120-180 121-200 125-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 125-100 1-300 1.5% 0-250 0.6% 65% False False 9,142
10 127-080 124-110 2-290 2.3% 0-234 0.6% 76% False False 5,884
20 127-080 124-110 2-290 2.3% 0-202 0.5% 76% False False 4,311
40 127-080 122-100 4-300 3.9% 0-172 0.4% 86% False False 2,230
60 127-080 122-100 4-300 3.9% 0-129 0.3% 86% False False 1,493
80 127-080 120-070 7-010 5.6% 0-099 0.2% 90% False False 1,120
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 0-030
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 131-185
2.618 129-270
1.618 128-250
1.000 128-040
0.618 127-230
HIGH 127-020
0.618 126-210
0.500 126-170
0.382 126-130
LOW 126-000
0.618 125-110
1.000 124-300
1.618 124-090
2.618 123-070
4.250 121-155
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 126-177 126-150
PP 126-173 126-120
S1 126-170 126-090

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

View Archives - Comment on this page... - Back to Index of Symbols