ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 118-290 118-305 0-015 0.0% 117-060
High 118-310 119-055 0-065 0.2% 118-305
Low 118-190 118-215 0-025 0.1% 117-015
Close 118-290 118-310 0-020 0.1% 118-290
Range 0-120 0-160 0-040 33.3% 1-290
ATR 0-185 0-183 -0-002 -1.0% 0-000
Volume 61,412 61,013 -399 -0.6% 6,515,388
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-140 120-065 119-078
R3 119-300 119-225 119-034
R2 119-140 119-140 119-019
R1 119-065 119-065 119-005 119-102
PP 118-300 118-300 118-300 118-319
S1 118-225 118-225 118-295 118-262
S2 118-140 118-140 118-281
S3 117-300 118-065 118-266
S4 117-140 117-225 118-222
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
5 119-055 118-155 0-220 0.6% 0-136 0.4% 70% True False 412,539
10 119-055 116-285 2-090 1.9% 0-162 0.4% 91% True False 859,805
20 119-055 116-285 2-090 1.9% 0-188 0.5% 91% True False 950,421
40 119-055 115-180 3-195 3.0% 0-190 0.5% 94% True False 914,952
60 119-060 114-285 4-095 3.6% 0-202 0.5% 95% False False 825,531
80 120-150 114-285 5-185 4.7% 0-198 0.5% 73% False False 671,364
100 120-150 114-285 5-185 4.7% 0-203 0.5% 73% False False 537,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-095
2.618 120-154
1.618 119-314
1.000 119-215
0.618 119-154
HIGH 119-055
0.618 118-314
0.500 118-295
0.382 118-276
LOW 118-215
0.618 118-116
1.000 118-055
1.618 117-276
2.618 117-116
4.250 116-175
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 118-305 118-299
PP 118-300 118-288
S1 118-295 118-278

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

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