ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 124-060 124-130 0-070 0.2% 124-310
High 124-300 124-200 -0-100 -0.3% 124-310
Low 124-050 123-070 -0-300 -0.8% 123-020
Close 124-170 123-110 -1-060 -1.0% 123-170
Range 0-250 1-130 0-200 80.0% 1-290
ATR 0-261 0-274 0-014 5.2% 0-000
Volume 127,738 460,723 332,985 260.7% 143,079
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 127-303 127-017 124-038
R3 126-173 125-207 123-234
R2 125-043 125-043 123-192
R1 124-077 124-077 123-151 123-315
PP 123-233 123-233 123-233 123-192
S1 122-267 122-267 123-069 122-185
S2 122-103 122-103 123-028
S3 120-293 121-137 122-306
S4 119-163 120-007 122-182
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
5 124-300 123-020 1-280 1.5% 0-290 0.7% 15% False False 140,136
10 126-110 123-020 3-090 2.7% 0-314 0.8% 9% False False 77,765
20 127-080 123-020 4-060 3.4% 0-283 0.7% 7% False False 43,711
40 127-080 123-020 4-060 3.4% 0-226 0.6% 7% False False 22,694
60 127-080 122-100 4-300 4.0% 0-193 0.5% 21% False False 15,169
80 127-080 121-190 5-210 4.6% 0-148 0.4% 31% False False 11,377
100 127-080 119-060 8-020 6.5% 0-120 0.3% 52% False False 9,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 130-192
2.618 128-098
1.618 126-288
1.000 126-010
0.618 125-158
HIGH 124-200
0.618 124-028
0.500 123-295
0.382 123-242
LOW 123-070
0.618 122-112
1.000 121-260
1.618 120-302
2.618 119-172
4.250 117-078
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 123-295 124-025
PP 123-233 123-267
S1 123-172 123-188

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

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