ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 118-025 118-095 0-070 0.2% 118-235
High 118-135 118-100 -0-035 -0.1% 118-245
Low 117-255 117-165 -0-090 -0.2% 117-160
Close 118-100 117-215 -0-205 -0.5% 118-025
Range 0-200 0-255 0-055 27.5% 1-085
ATR 0-201 0-205 0-004 1.9% 0-000
Volume 884,934 768,421 -116,513 -13.2% 5,663,969
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-072 119-238 118-035
R3 119-137 118-303 117-285
R2 118-202 118-202 117-262
R1 118-048 118-048 117-238 117-318
PP 117-267 117-267 117-267 117-241
S1 117-113 117-113 117-192 117-062
S2 117-012 117-012 117-168
S3 116-077 116-178 117-145
S4 115-142 115-243 117-075
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-292 121-083 118-248
R3 120-207 119-318 118-136
R2 119-122 119-122 118-099
R1 118-233 118-233 118-062 118-135
PP 118-037 118-037 118-037 117-308
S1 117-148 117-148 117-308 117-050
S2 116-272 116-272 117-271
S3 115-187 116-063 117-234
S4 114-102 114-298 117-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-145 117-160 0-305 0.8% 0-202 0.5% 18% False False 995,010
10 118-305 117-160 1-145 1.2% 0-204 0.5% 12% False False 1,008,536
20 118-305 117-035 1-270 1.6% 0-196 0.5% 31% False False 973,648
40 118-305 114-285 4-020 3.5% 0-200 0.5% 68% False False 815,149
60 120-150 114-285 5-185 4.7% 0-206 0.5% 50% False False 735,089
80 120-150 114-285 5-185 4.7% 0-207 0.6% 50% False False 552,453
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 0-033
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-224
2.618 120-128
1.618 119-193
1.000 119-035
0.618 118-258
HIGH 118-100
0.618 118-003
0.500 117-292
0.382 117-262
LOW 117-165
0.618 117-007
1.000 116-230
1.618 116-072
2.618 115-137
4.250 114-041
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 117-292 117-310
PP 117-267 117-278
S1 117-241 117-247

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

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