ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	121-195	120-205	-0-310	-0.8%	123-190
High	121-210	121-080	-0-130	-0.3%	124-180
Low	120-040	120-140	0-100	0.3%	122-020
Close	120-255	120-245	-0-010	0.0%	122-200
Range	1-170	0-260	-0-230	-46.9%	2-160
ATR	1-007	1-002	-0-005	-1.5%	0-000
Volume	1,617,578	1,240,721	-376,857	-23.3%	5,083,383

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-082	122-263	121-068
R3	122-142	122-003	120-316
R2	121-202	121-202	120-293
R1	121-063	121-063	120-269	121-132
PP	120-262	120-262	120-262	120-296
S1	120-123	120-123	120-221	120-192
S2	120-002	120-002	120-197
S3	119-062	119-183	120-174
S4	118-122	118-243	120-102

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-187	129-033	124-000
R3	128-027	126-193	123-100
R2	125-187	125-187	123-027
R1	124-033	124-033	122-273	123-190
PP	123-027	123-027	123-027	122-265
S1	121-193	121-193	122-127	121-030
S2	120-187	120-187	122-053
S3	118-027	119-033	121-300
S4	115-187	116-193	121-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-150	120-040	3-110	2.8%	1-091	1.1%	19%	False	False	1,270,813
10	124-180	120-040	4-140	3.7%	1-030	0.9%	14%	False	False	1,082,883
20	126-110	120-040	6-070	5.1%	1-012	0.9%	10%	False	False	580,324
40	127-080	120-040	7-040	5.9%	0-277	0.7%	9%	False	False	293,340
60	127-080	120-040	7-040	5.9%	0-237	0.6%	9%	False	False	195,643
80	127-080	120-040	7-040	5.9%	0-190	0.5%	9%	False	False	146,737
100	127-080	120-040	7-040	5.9%	0-154	0.4%	9%	False	False	117,390

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-225
2.618	123-121
1.618	122-181
1.000	122-020
0.618	121-241
HIGH	121-080
0.618	120-301
0.500	120-270
0.382	120-239
LOW	120-140
0.618	119-299
1.000	119-200
1.618	119-039
2.618	118-099
4.250	116-315

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	120-270	121-230
PP	120-262	121-128
S1	120-253	121-027

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