ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 117-215 117-005 -0-210 -0.6% 118-025
High 117-280 117-125 -0-155 -0.4% 118-135
Low 117-010 116-285 -0-045 -0.1% 116-285
Close 117-065 117-060 -0-005 0.0% 117-060
Range 0-270 0-160 -0-110 -40.7% 1-170
ATR 0-210 0-206 -0-004 -1.7% 0-000
Volume 936,955 1,443,270 506,315 54.0% 4,033,580
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-210 118-135 117-148
R3 118-050 117-295 117-104
R2 117-210 117-210 117-089
R1 117-135 117-135 117-075 117-172
PP 117-050 117-050 117-050 117-069
S1 116-295 116-295 117-045 117-012
S2 116-210 116-210 117-031
S3 116-050 116-135 117-016
S4 115-210 115-295 116-292
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 122-030 121-055 118-010
R3 120-180 119-205 117-195
R2 119-010 119-010 117-150
R1 118-035 118-035 117-105 117-258
PP 117-160 117-160 117-160 117-111
S1 116-185 116-185 117-015 116-088
S2 115-310 115-310 116-290
S3 114-140 115-015 116-245
S4 112-290 113-165 116-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-135 116-285 1-170 1.3% 0-209 0.6% 19% False True 1,014,191
10 118-305 116-285 2-020 1.8% 0-202 0.5% 14% False True 1,091,771
20 118-305 116-285 2-020 1.8% 0-198 0.5% 14% False True 1,009,141
40 118-305 114-285 4-020 3.5% 0-199 0.5% 57% False False 839,057
60 120-150 114-285 5-185 4.8% 0-208 0.6% 41% False False 773,656
80 120-150 114-285 5-185 4.8% 0-207 0.6% 41% False False 582,204
Crabel Price Patterns
NR True
NR4 True
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 0-042
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-165
2.618 118-224
1.618 118-064
1.000 117-285
0.618 117-224
HIGH 117-125
0.618 117-064
0.500 117-045
0.382 117-026
LOW 116-285
0.618 116-186
1.000 116-125
1.618 116-026
2.618 115-186
4.250 114-245
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 117-055 117-192
PP 117-050 117-148
S1 117-045 117-104

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

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