ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 118-210 118-270 0-060 0.2% 117-060
High 118-310 118-305 -0-005 0.0% 118-305
Low 118-185 118-180 -0-005 0.0% 117-015
Close 118-280 118-285 0-005 0.0% 118-290
Range 0-125 0-125 0-000 0.0% 1-290
ATR 0-195 0-190 -0-005 -2.6% 0-000
Volume 359,041 157,926 -201,115 -56.0% 6,515,388
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-312 119-263 119-034
R3 119-187 119-138 118-319
R2 119-062 119-062 118-308
R1 119-013 119-013 118-296 119-038
PP 118-257 118-257 118-257 118-269
S1 118-208 118-208 118-274 118-232
S2 118-132 118-132 118-262
S3 118-007 118-083 118-251
S4 117-202 117-278 118-216
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 124-007 123-118 119-306
R3 122-037 121-148 119-138
R2 120-067 120-067 119-082
R1 119-178 119-178 119-026 119-282
PP 118-097 118-097 118-097 118-149
S1 117-208 117-208 118-234 117-312
S2 116-127 116-127 118-178
S3 114-157 115-238 118-122
S4 112-187 113-268 117-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-310 117-275 1-035 0.9% 0-153 0.4% 93% False False 1,040,573
10 118-310 116-285 2-025 1.7% 0-186 0.5% 96% False False 1,018,100
20 118-310 116-285 2-025 1.7% 0-189 0.5% 96% False False 1,012,525
40 118-310 114-310 4-000 3.4% 0-195 0.5% 98% False False 935,064
60 119-315 114-285 5-030 4.3% 0-202 0.5% 79% False False 846,241
80 120-150 114-285 5-185 4.7% 0-200 0.5% 72% False False 669,855
100 120-150 114-285 5-185 4.7% 0-203 0.5% 72% False False 536,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Fibonacci Retracements and Extensions
4.250 120-196
2.618 119-312
1.618 119-187
1.000 119-110
0.618 119-062
HIGH 118-305
0.618 118-257
0.500 118-242
0.382 118-228
LOW 118-180
0.618 118-103
1.000 118-055
1.618 117-298
2.618 117-173
4.250 116-289
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 118-271 118-268
PP 118-257 118-250
S1 118-242 118-232

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

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