ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 124-000 123-270 -0-050 -0.1% 126-190
High 124-110 123-270 -0-160 -0.4% 126-260
Low 123-220 123-020 -0-200 -0.5% 124-210
Close 123-290 123-160 -0-130 -0.3% 125-000
Range 0-210 0-250 0-040 19.0% 2-050
ATR 0-262 0-263 0-001 0.2% 0-000
Volume 26,369 27,506 1,137 4.3% 59,805
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 125-260 125-140 123-298
R3 125-010 124-210 123-229
R2 124-080 124-080 123-206
R1 123-280 123-280 123-183 123-215
PP 123-150 123-150 123-150 123-118
S1 123-030 123-030 123-137 122-285
S2 122-220 122-220 123-114
S3 121-290 122-100 123-091
S4 121-040 121-170 123-022
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
5 126-060 123-020 3-040 2.5% 1-018 0.9% 14% False True 17,780
10 127-020 123-020 4-000 3.2% 0-310 0.8% 11% False True 17,207
20 127-080 123-020 4-060 3.4% 0-260 0.7% 10% False True 10,393
40 127-080 123-020 4-060 3.4% 0-211 0.5% 10% False True 5,911
60 127-080 122-100 4-300 4.0% 0-174 0.4% 24% False False 3,949
80 127-080 121-050 6-030 4.9% 0-134 0.3% 38% False False 2,962
100 127-080 119-060 8-020 6.5% 0-109 0.3% 53% False False 2,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-068
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-052
2.618 125-284
1.618 125-034
1.000 124-200
0.618 124-104
HIGH 123-270
0.618 123-174
0.500 123-145
0.382 123-116
LOW 123-020
0.618 122-186
1.000 122-090
1.618 121-256
2.618 121-006
4.250 119-238
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 123-155 123-225
PP 123-150 123-203
S1 123-145 123-182

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

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