ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 125-280 124-310 -0-290 -0.7% 126-190
High 126-060 124-310 -1-070 -1.0% 126-260
Low 124-210 123-160 -1-050 -0.9% 124-210
Close 125-000 123-250 -1-070 -1.0% 125-000
Range 1-170 1-150 -0-020 -4.1% 2-050
ATR 0-249 0-266 0-016 6.6% 0-000
Volume 1,337 21,673 20,336 1,521.0% 59,805
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 128-157 127-193 124-188
R3 127-007 126-043 124-059
R2 125-177 125-177 124-016
R1 124-213 124-213 123-293 124-120
PP 124-027 124-027 124-027 123-300
S1 123-063 123-063 123-207 122-290
S2 122-197 122-197 123-164
S3 121-047 121-233 123-121
S4 119-217 120-083 122-312
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 131-307 130-203 126-060
R3 129-257 128-153 125-190
R2 127-207 127-207 125-126
R1 126-103 126-103 125-063 125-290
PP 125-157 125-157 125-157 125-090
S1 124-053 124-053 124-257 123-240
S2 123-107 123-107 124-194
S3 121-057 122-003 124-130
S4 119-007 119-273 123-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-260 123-160 3-100 2.7% 1-066 1.0% 8% False True 11,354
10 127-080 123-160 3-240 3.0% 0-312 0.8% 8% False True 12,393
20 127-080 123-160 3-240 3.0% 0-248 0.6% 8% False True 7,744
40 127-080 123-160 3-240 3.0% 0-212 0.5% 8% False True 4,267
60 127-080 122-100 4-300 4.0% 0-163 0.4% 30% False False 2,851
80 127-080 120-070 7-010 5.7% 0-124 0.3% 51% False False 2,139
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 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-068
2.618 128-260
1.618 127-110
1.000 126-140
0.618 125-280
HIGH 124-310
0.618 124-130
0.500 124-075
0.382 124-020
LOW 123-160
0.618 122-190
1.000 122-010
1.618 121-040
2.618 119-210
4.250 117-082
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 124-075 124-295
PP 124-027 124-173
S1 123-298 124-052

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

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