ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	118-180	118-100	-0-080	-0.2%	118-210
High	118-180	118-115	-0-065	-0.2%	119-055
Low	118-055	118-000	-0-055	-0.1%	118-090
Close	118-110	118-080	-0-030	-0.1%	118-160
Range	0-125	0-115	-0-010	-8.0%	0-285
ATR	0-172	0-168	-0-004	-2.4%	0-000
Volume	20,205	8,720	-11,485	-56.8%	708,758

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-090	119-040	118-143
R3	118-295	118-245	118-112
R2	118-180	118-180	118-101
R1	118-130	118-130	118-091	118-098
PP	118-065	118-065	118-065	118-049
S1	118-015	118-015	118-069	117-302
S2	117-270	117-270	118-059
S3	117-155	117-220	118-048
S4	117-040	117-105	118-017

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-103	120-257	118-317
R3	120-138	119-292	118-238
R2	119-173	119-173	118-212
R1	119-007	119-007	118-186	118-268
PP	118-208	118-208	118-208	118-179
S1	118-042	118-042	118-134	117-302
S2	117-243	117-243	118-108
S3	116-278	117-077	118-082
S4	115-313	116-112	118-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-025	118-000	1-025	0.9%	0-138	0.4%	23%	False	True	29,742
10	119-055	118-000	1-055	1.0%	0-137	0.4%	21%	False	True	221,140
20	119-055	116-285	2-090	1.9%	0-168	0.4%	60%	False	False	673,743
40	119-055	116-080	2-295	2.5%	0-184	0.5%	68%	False	False	821,957
60	119-055	114-285	4-090	3.6%	0-191	0.5%	78%	False	False	755,237
80	120-150	114-285	5-185	4.7%	0-196	0.5%	60%	False	False	672,788
100	120-150	114-285	5-185	4.7%	0-199	0.5%	60%	False	False	538,817

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-284
2.618	119-096
1.618	118-301
1.000	118-230
0.618	118-186
HIGH	118-115
0.618	118-071
0.500	118-058
0.382	118-044
LOW	118-000
0.618	117-249
1.000	117-205
1.618	117-134
2.618	117-019
4.250	116-151

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	118-072	118-108
PP	118-065	118-098
S1	118-058	118-089

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