ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	118-285	118-170	-0-115	-0.3%	118-100
High	118-285	118-200	-0-085	-0.2%	118-285
Low	118-145	118-065	-0-080	-0.2%	118-030
Close	118-160	118-115	-0-045	-0.1%	118-115
Range	0-140	0-135	-0-005	-3.6%	0-255
ATR	0-162	0-160	-0-002	-1.2%	0-000
Volume	19,656	10,169	-9,487	-48.3%	54,901

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-212	119-138	118-189
R3	119-077	119-003	118-152
R2	118-262	118-262	118-140
R1	118-188	118-188	118-127	118-158
PP	118-127	118-127	118-127	118-111
S1	118-053	118-053	118-103	118-022
S2	117-312	117-312	118-090
S3	117-177	117-238	118-078
S4	117-042	117-103	118-041

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-268	120-127	118-255
R3	120-013	119-192	118-185
R2	119-078	119-078	118-162
R1	118-257	118-257	118-138	119-008
PP	118-143	118-143	118-143	118-179
S1	118-002	118-002	118-092	118-072
S2	117-208	117-208	118-068
S3	116-273	117-067	118-045
S4	116-018	116-132	117-295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-285	118-030	0-255	0.7%	0-129	0.3%	33%	False	False	10,980
10	118-285	117-240	1-045	1.0%	0-132	0.3%	53%	False	False	14,054
20	119-055	117-015	2-040	1.8%	0-152	0.4%	62%	False	False	368,234
40	119-055	116-285	2-090	1.9%	0-175	0.5%	64%	False	False	688,688
60	119-055	114-285	4-090	3.6%	0-183	0.5%	81%	False	False	682,116
80	120-150	114-285	5-185	4.7%	0-194	0.5%	62%	False	False	672,300
100	120-150	114-285	5-185	4.7%	0-196	0.5%	62%	False	False	539,410

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-134
2.618	119-233
1.618	119-098
1.000	119-015
0.618	118-283
HIGH	118-200
0.618	118-148
0.500	118-132
0.382	118-117
LOW	118-065
0.618	117-302
1.000	117-250
1.618	117-167
2.618	117-032
4.250	116-131

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	118-132	118-175
PP	118-127	118-155
S1	118-121	118-135

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