ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 118-230 118-055 -0-175 -0.5% 118-090
High 118-235 118-145 -0-090 -0.2% 118-305
Low 118-040 117-245 -0-115 -0.3% 117-160
Close 118-075 117-290 -0-105 -0.3% 118-275
Range 0-195 0-220 0-025 12.8% 1-145
ATR 0-206 0-207 0-001 0.5% 0-000
Volume 677,849 1,183,893 506,044 74.7% 4,732,349
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-033 119-222 118-091
R3 119-133 119-002 118-030
R2 118-233 118-233 118-010
R1 118-102 118-102 117-310 118-058
PP 118-013 118-013 118-013 117-311
S1 117-202 117-202 117-270 117-158
S2 117-113 117-113 117-250
S3 116-213 116-302 117-230
S4 115-313 116-082 117-169
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
5 118-305 117-165 1-140 1.2% 0-218 0.6% 27% False False 1,136,454
10 118-305 117-080 1-225 1.4% 0-211 0.6% 39% False False 1,051,126
20 118-305 116-080 2-225 2.3% 0-199 0.5% 61% False False 970,171
40 118-305 114-285 4-020 3.4% 0-202 0.5% 74% False False 795,983
60 120-150 114-285 5-185 4.7% 0-206 0.5% 54% False False 672,470
80 120-150 114-285 5-185 4.7% 0-206 0.5% 54% False False 505,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-120
2.618 120-081
1.618 119-181
1.000 119-045
0.618 118-281
HIGH 118-145
0.618 118-061
0.500 118-035
0.382 118-009
LOW 117-245
0.618 117-109
1.000 117-025
1.618 116-209
2.618 115-309
4.250 114-270
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 118-035 118-085
PP 118-013 118-047
S1 117-312 118-008

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

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