ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 126-190 125-210 -0-300 -0.7% 125-140
High 126-260 126-050 -0-210 -0.5% 127-080
Low 125-170 125-060 -0-110 -0.3% 125-100
Close 125-210 126-040 0-150 0.4% 126-180
Range 1-090 0-310 -0-100 -24.4% 1-300
ATR 0-223 0-229 0-006 2.8% 0-000
Volume 7,084 11,099 4,015 56.7% 45,710
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 128-233 128-127 126-210
R3 127-243 127-137 126-125
R2 126-253 126-253 126-097
R1 126-147 126-147 126-068 126-200
PP 125-263 125-263 125-263 125-290
S1 125-157 125-157 126-012 125-210
S2 124-273 124-273 125-303
S3 123-283 124-167 125-275
S4 122-293 123-177 125-190
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
5 127-080 125-060 2-020 1.6% 0-298 0.7% 45% False True 15,888
10 127-080 124-110 2-290 2.3% 0-252 0.6% 61% False False 9,657
20 127-080 124-110 2-290 2.3% 0-222 0.6% 61% False False 6,357
40 127-080 123-010 4-070 3.3% 0-189 0.5% 73% False False 3,302
60 127-080 122-100 4-300 3.9% 0-142 0.4% 77% False False 2,208
80 127-080 120-070 7-010 5.6% 0-109 0.3% 84% False False 1,656
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-088
2.618 128-222
1.618 127-232
1.000 127-040
0.618 126-242
HIGH 126-050
0.618 125-252
0.500 125-215
0.382 125-178
LOW 125-060
0.618 124-188
1.000 124-070
1.618 123-198
2.618 122-208
4.250 121-022
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 125-312 126-027
PP 125-263 126-013
S1 125-215 126-000

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

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