ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	123-270	123-160	-0-110	-0.3%	124-310
High	123-270	123-260	-0-010	0.0%	124-310
Low	123-020	123-100	0-080	0.2%	123-020
Close	123-160	123-170	0-010	0.0%	123-170
Range	0-250	0-160	-0-090	-36.0%	1-290
ATR	0-263	0-255	-0-007	-2.8%	0-000
Volume	27,506	55,516	28,010	101.8%	143,079

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-017	124-253	123-258
R3	124-177	124-093	123-214
R2	124-017	124-017	123-199
R1	123-253	123-253	123-185	123-295
PP	123-177	123-177	123-177	123-198
S1	123-093	123-093	123-155	123-135
S2	123-017	123-017	123-141
S3	122-177	122-253	123-126
S4	122-017	122-093	123-082

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-183	128-147	124-186
R3	127-213	126-177	124-018
R2	125-243	125-243	123-282
R1	124-207	124-207	123-226	124-080
PP	123-273	123-273	123-273	123-210
S1	122-237	122-237	123-114	122-110
S2	121-303	121-303	123-058
S3	120-013	120-267	123-002
S4	118-043	118-297	122-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-310	123-020	1-290	1.5%	0-272	0.7%	25%	False	False	28,615
10	126-260	123-020	3-240	3.0%	0-292	0.7%	13%	False	False	20,288
20	127-080	123-020	4-060	3.4%	0-263	0.7%	11%	False	False	13,086
40	127-080	123-020	4-060	3.4%	0-212	0.5%	11%	False	False	7,292
60	127-080	122-100	4-300	4.0%	0-176	0.4%	25%	False	False	4,874
80	127-080	121-110	5-290	4.8%	0-136	0.3%	37%	False	False	3,656
100	127-080	119-060	8-020	6.5%	0-110	0.3%	54%	False	False	2,926

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	125-300
2.618	125-039
1.618	124-199
1.000	124-100
0.618	124-039
HIGH	123-260
0.618	123-199
0.500	123-180
0.382	123-161
LOW	123-100
0.618	123-001
1.000	122-260
1.618	122-161
2.618	122-001
4.250	121-060

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	123-180	123-225
PP	123-177	123-207
S1	123-173	123-188

Download as Excel Spreadsheet

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

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