ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 124-020 122-250 -1-090 -1.0% 123-130
High 124-050 123-000 -1-050 -0.9% 124-300
Low 122-180 122-080 -0-100 -0.3% 123-040
Close 122-270 122-140 -0-130 -0.3% 123-210
Range 1-190 0-240 -0-270 -52.9% 1-260
ATR 0-283 0-280 -0-003 -1.1% 0-000
Volume 1,143,602 1,539,578 395,976 34.6% 1,308,824
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-260 124-120 122-272
R3 124-020 123-200 122-206
R2 123-100 123-100 122-184
R1 122-280 122-280 122-162 122-230
PP 122-180 122-180 122-180 122-155
S1 122-040 122-040 122-118 121-310
S2 121-260 121-260 122-096
S3 121-020 121-120 122-074
S4 120-100 120-200 122-008
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-110 128-100 124-209
R3 127-170 126-160 124-050
R2 125-230 125-230 123-316
R1 124-220 124-220 123-263 125-065
PP 123-290 123-290 123-290 124-052
S1 122-280 122-280 123-157 123-125
S2 122-030 122-030 123-104
S3 120-090 121-020 123-050
S4 118-150 119-080 122-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 122-080 2-100 1.9% 0-288 0.7% 8% False True 894,953
10 124-300 122-080 2-220 2.2% 0-289 0.7% 7% False True 517,544
20 127-080 122-080 5-000 4.1% 0-304 0.8% 4% False True 266,593
40 127-080 122-080 5-000 4.1% 0-242 0.6% 4% False True 134,546
60 127-080 122-080 5-000 4.1% 0-208 0.5% 4% False True 89,747
80 127-080 122-080 5-000 4.1% 0-164 0.4% 4% False True 67,311
100 127-080 120-020 7-060 5.9% 0-133 0.3% 33% False False 53,850
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-060
2.618 124-308
1.618 124-068
1.000 123-240
0.618 123-148
HIGH 123-000
0.618 122-228
0.500 122-200
0.382 122-172
LOW 122-080
0.618 121-252
1.000 121-160
1.618 121-012
2.618 120-092
4.250 119-020
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 122-200 123-130
PP 122-180 123-027
S1 122-160 122-243

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

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