ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 118-270 118-290 0-020 0.1% 117-060
High 118-305 118-310 0-005 0.0% 118-305
Low 118-180 118-190 0-010 0.0% 117-015
Close 118-285 118-290 0-005 0.0% 118-290
Range 0-125 0-120 -0-005 -4.0% 1-290
ATR 0-190 0-185 -0-005 -2.6% 0-000
Volume 157,926 61,412 -96,514 -61.1% 6,515,388
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-303 119-257 119-036
R3 119-183 119-137 119-003
R2 119-063 119-063 118-312
R1 119-017 119-017 118-301 119-030
PP 118-263 118-263 118-263 118-270
S1 118-217 118-217 118-279 118-230
S2 118-143 118-143 118-268
S3 118-023 118-097 118-257
S4 117-223 117-297 118-224
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
5 118-310 118-005 0-305 0.8% 0-146 0.4% 93% True False 722,395
10 118-310 116-285 2-025 1.7% 0-173 0.5% 97% True False 947,399
20 118-310 116-285 2-025 1.7% 0-188 0.5% 97% True False 977,967
40 118-310 115-180 3-130 2.9% 0-192 0.5% 98% True False 928,718
60 119-200 114-285 4-235 4.0% 0-202 0.5% 85% False False 836,690
80 120-150 114-285 5-185 4.7% 0-199 0.5% 72% False False 670,613
100 120-150 114-285 5-185 4.7% 0-204 0.5% 72% False False 536,831
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-180
2.618 119-304
1.618 119-184
1.000 119-110
0.618 119-064
HIGH 118-310
0.618 118-264
0.500 118-250
0.382 118-236
LOW 118-190
0.618 118-116
1.000 118-070
1.618 117-316
2.618 117-196
4.250 117-000
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 118-277 118-275
PP 118-263 118-260
S1 118-250 118-245

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

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