ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 116-260 116-080 -0-180 -0.5% 117-070
High 116-260 116-140 -0-120 -0.3% 117-090
Low 116-040 115-180 -0-180 -0.5% 116-040
Close 116-070 115-240 -0-150 -0.4% 116-200
Range 0-220 0-280 0-060 27.3% 1-050
ATR 0-170 0-178 0-008 4.6% 0-000
Volume 18,202 29,716 11,514 63.3% 28,036
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-173 118-007 116-074
R3 117-213 117-047 115-317
R2 116-253 116-253 115-291
R1 116-087 116-087 115-266 116-030
PP 115-293 115-293 115-293 115-265
S1 115-127 115-127 115-214 115-070
S2 115-013 115-013 115-189
S3 114-053 114-167 115-163
S4 113-093 113-207 115-086
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-047 119-173 117-084
R3 118-317 118-123 116-302
R2 117-267 117-267 116-268
R1 117-073 117-073 116-234 116-305
PP 116-217 116-217 116-217 116-172
S1 116-023 116-023 116-166 115-255
S2 115-167 115-167 116-132
S3 114-117 114-293 116-098
S4 113-067 113-243 115-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-300 115-180 1-120 1.2% 0-174 0.5% 14% False True 13,432
10 117-160 115-180 1-300 1.7% 0-162 0.4% 10% False True 9,336
20 117-160 115-180 1-300 1.7% 0-157 0.4% 10% False True 6,200
40 117-160 113-180 3-300 3.4% 0-148 0.4% 56% False False 3,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-050
2.618 118-233
1.618 117-273
1.000 117-100
0.618 116-313
HIGH 116-140
0.618 116-033
0.500 116-000
0.382 115-287
LOW 115-180
0.618 115-007
1.000 114-220
1.618 114-047
2.618 113-087
4.250 111-270
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 116-000 116-080
PP 115-293 116-027
S1 115-267 115-293

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

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