ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 118-315 118-160 -0-155 -0.4% 118-210
High 119-025 118-160 -0-185 -0.5% 119-055
Low 118-090 118-065 -0-025 -0.1% 118-090
Close 118-160 118-120 -0-040 -0.1% 118-160
Range 0-255 0-095 -0-160 -62.7% 0-285
ATR 0-188 0-181 -0-007 -3.5% 0-000
Volume 69,366 34,657 -34,709 -50.0% 708,758
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-080 119-035 118-172
R3 118-305 118-260 118-146
R2 118-210 118-210 118-137
R1 118-165 118-165 118-129 118-140
PP 118-115 118-115 118-115 118-102
S1 118-070 118-070 118-111 118-045
S2 118-020 118-020 118-103
S3 117-245 117-295 118-094
S4 117-150 117-200 118-068
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 121-103 120-257 118-317
R3 120-138 119-292 118-238
R2 119-173 119-173 118-212
R1 119-007 119-007 118-186 118-268
PP 118-208 118-208 118-208 118-179
S1 118-042 118-042 118-134 117-302
S2 117-243 117-243 118-108
S3 116-278 117-077 118-082
S4 115-313 116-112 118-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-055 118-065 0-310 0.8% 0-151 0.4% 18% False True 76,874
10 119-055 117-040 2-015 1.7% 0-173 0.5% 61% False False 622,053
20 119-055 116-285 2-090 1.9% 0-178 0.5% 65% False False 847,817
40 119-055 115-190 3-185 3.0% 0-191 0.5% 78% False False 877,412
60 119-055 114-285 4-090 3.6% 0-196 0.5% 81% False False 798,333
80 120-150 114-285 5-185 4.7% 0-198 0.5% 62% False False 672,576
100 120-150 114-285 5-185 4.7% 0-201 0.5% 62% False False 538,389
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-244
2.618 119-089
1.618 118-314
1.000 118-255
0.618 118-219
HIGH 118-160
0.618 118-124
0.500 118-112
0.382 118-101
LOW 118-065
0.618 118-006
1.000 117-290
1.618 117-231
2.618 117-136
4.250 116-301
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 118-118 118-220
PP 118-115 118-187
S1 118-112 118-153

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

View Archives - Comment on this page... - Back to Index of Symbols