ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 126-190 126-190 0-000 0.0% 125-140
High 126-250 126-260 0-010 0.0% 127-080
Low 126-150 125-170 -0-300 -0.7% 125-100
Close 126-160 125-210 -0-270 -0.7% 126-180
Range 0-100 1-090 0-310 310.0% 1-300
ATR 0-209 0-223 0-014 6.9% 0-000
Volume 24,705 7,084 -17,621 -71.3% 45,710
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-270 129-010 126-116
R3 128-180 127-240 126-003
R2 127-090 127-090 125-285
R1 126-150 126-150 125-248 126-075
PP 126-000 126-000 126-000 125-282
S1 125-060 125-060 125-172 124-305
S2 124-230 124-230 125-135
S3 123-140 123-290 125-097
S4 122-050 122-200 124-304
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% 0-300 0.7% 18% False False 14,270
10 127-080 124-110 2-290 2.3% 0-242 0.6% 45% False False 8,753
20 127-080 124-110 2-290 2.3% 0-216 0.5% 45% False False 5,874
40 127-080 123-010 4-070 3.4% 0-184 0.5% 62% False False 3,025
60 127-080 122-100 4-300 3.9% 0-137 0.3% 68% False False 2,023
80 127-080 120-070 7-010 5.6% 0-105 0.3% 77% False False 1,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 132-082
2.618 130-053
1.618 128-283
1.000 128-030
0.618 127-193
HIGH 126-260
0.618 126-103
0.500 126-055
0.382 126-007
LOW 125-170
0.618 124-237
1.000 124-080
1.618 123-147
2.618 122-057
4.250 120-028
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 126-055 126-095
PP 126-000 126-027
S1 125-265 125-278

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

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