ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 116-240 116-140 -0-100 -0.3% 116-250
High 116-290 116-160 -0-130 -0.3% 117-160
Low 116-110 116-040 -0-070 -0.2% 116-020
Close 116-150 116-100 -0-050 -0.1% 117-140
Range 0-180 0-120 -0-060 -33.3% 1-140
ATR 0-178 0-174 -0-004 -2.3% 0-000
Volume 2,619 6,009 3,390 129.4% 17,067
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 117-140 117-080 116-166
R3 117-020 116-280 116-133
R2 116-220 116-220 116-122
R1 116-160 116-160 116-111 116-130
PP 116-100 116-100 116-100 116-085
S1 116-040 116-040 116-089 116-010
S2 115-300 115-300 116-078
S3 115-180 115-240 116-067
S4 115-060 115-120 116-034
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-100 120-260 118-073
R3 119-280 119-120 117-266
R2 118-140 118-140 117-224
R1 117-300 117-300 117-182 118-060
PP 117-000 117-000 117-000 117-040
S1 116-160 116-160 117-098 116-240
S2 115-180 115-180 117-056
S3 114-040 115-020 117-014
S4 112-220 113-200 116-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-160 116-040 1-120 1.2% 0-150 0.4% 14% False True 5,240
10 117-160 115-270 1-210 1.4% 0-172 0.5% 28% False False 4,448
20 117-160 114-050 3-110 2.9% 0-160 0.4% 64% False False 3,022
40 117-160 113-180 3-300 3.4% 0-140 0.4% 70% False False 1,535
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-030
2.618 117-154
1.618 117-034
1.000 116-280
0.618 116-234
HIGH 116-160
0.618 116-114
0.500 116-100
0.382 116-086
LOW 116-040
0.618 115-286
1.000 115-240
1.618 115-166
2.618 115-046
4.250 114-170
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 116-100 116-195
PP 116-100 116-163
S1 116-100 116-132

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

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