ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 120-220 119-030 -1-190 -1.3% 122-235
High 120-240 119-275 -0-285 -0.7% 123-120
Low 119-000 118-205 -0-115 -0.3% 119-290
Close 119-090 118-290 -0-120 -0.3% 120-070
Range 1-240 1-070 -0-170 -30.4% 3-150
ATR 1-033 1-035 0-003 0.8% 0-000
Volume 1,235,184 1,180,160 -55,024 -4.5% 5,871,322
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-253 122-022 119-184
R3 121-183 120-272 119-077
R2 120-113 120-113 119-042
R1 119-202 119-202 119-006 119-122
PP 119-043 119-043 119-043 119-004
S1 118-132 118-132 118-254 118-052
S2 117-293 117-293 118-218
S3 116-223 117-062 118-183
S4 115-153 115-312 118-076
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 131-183 129-117 122-040
R3 128-033 125-287 121-055
R2 124-203 124-203 120-274
R1 122-137 122-137 120-172 121-255
PP 121-053 121-053 121-053 120-272
S1 118-307 118-307 119-288 118-105
S2 117-223 117-223 119-186
S3 114-073 115-157 119-085
S4 110-243 112-007 118-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-080 118-205 2-195 2.2% 1-094 1.1% 10% False True 1,091,299
10 123-150 118-205 4-265 4.1% 1-090 1.1% 6% False True 1,210,941
20 124-300 118-205 6-095 5.3% 1-028 0.9% 4% False True 788,582
40 127-080 118-205 8-195 7.2% 0-300 0.8% 3% False True 398,375
60 127-080 118-205 8-195 7.2% 0-254 0.7% 3% False True 265,905
80 127-080 118-205 8-195 7.2% 0-212 0.6% 3% False True 199,434
100 127-080 118-205 8-195 7.2% 0-172 0.5% 3% False True 159,548
120 127-080 118-160 8-240 7.4% 0-146 0.4% 5% False False 132,958
Crabel Price Patterns
NR True
NR4 True
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 0-077
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-012
2.618 123-016
1.618 121-266
1.000 121-025
0.618 120-196
HIGH 119-275
0.618 119-126
0.500 119-080
0.382 119-034
LOW 118-205
0.618 117-284
1.000 117-135
1.618 116-214
2.618 115-144
4.250 113-148
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 119-080 119-230
PP 119-043 119-143
S1 119-007 119-057

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

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