ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 118-080 118-235 0-155 0.4% 118-090
High 118-305 118-245 -0-060 -0.2% 118-305
Low 118-020 118-140 0-120 0.3% 117-160
Close 118-275 118-155 -0-120 -0.3% 118-275
Range 0-285 0-105 -0-180 -63.2% 1-145
ATR 0-212 0-207 -0-006 -2.6% 0-000
Volume 1,220,163 1,664,425 444,262 36.4% 4,732,349
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-175 119-110 118-213
R3 119-070 119-005 118-184
R2 118-285 118-285 118-174
R1 118-220 118-220 118-165 118-200
PP 118-180 118-180 118-180 118-170
S1 118-115 118-115 118-145 118-095
S2 118-075 118-075 118-136
S3 117-290 118-010 118-126
S4 117-185 117-225 118-097
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 122-255 122-090 119-211
R3 121-110 120-265 119-083
R2 119-285 119-285 119-040
R1 119-120 119-120 118-318 119-202
PP 118-140 118-140 118-140 118-181
S1 117-295 117-295 118-232 118-058
S2 116-315 116-315 118-190
S3 115-170 116-150 118-147
S4 114-025 115-005 118-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-305 117-160 1-145 1.2% 0-192 0.5% 68% False False 1,037,007
10 118-305 117-080 1-225 1.4% 0-210 0.6% 72% False False 999,857
20 118-305 115-240 3-065 2.7% 0-198 0.5% 85% False False 955,730
40 119-000 114-285 4-035 3.5% 0-202 0.5% 87% False False 786,920
60 120-150 114-285 5-185 4.7% 0-204 0.5% 64% False False 641,876
80 120-150 114-285 5-185 4.7% 0-206 0.5% 64% False False 481,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-051
2.618 119-200
1.618 119-095
1.000 119-030
0.618 118-310
HIGH 118-245
0.618 118-205
0.500 118-192
0.382 118-180
LOW 118-140
0.618 118-075
1.000 118-035
1.618 117-290
2.618 117-185
4.250 117-014
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 118-192 118-128
PP 118-180 118-102
S1 118-168 118-075

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

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