ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 118-160 118-120 -0-040 -0.1% 118-210
High 118-160 118-215 0-055 0.1% 119-055
Low 118-065 118-115 0-050 0.1% 118-090
Close 118-120 118-165 0-045 0.1% 118-160
Range 0-095 0-100 0-005 5.3% 0-285
ATR 0-181 0-176 -0-006 -3.2% 0-000
Volume 34,657 15,764 -18,893 -54.5% 708,758
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-145 119-095 118-220
R3 119-045 118-315 118-192
R2 118-265 118-265 118-183
R1 118-215 118-215 118-174 118-240
PP 118-165 118-165 118-165 118-178
S1 118-115 118-115 118-156 118-140
S2 118-065 118-065 118-147
S3 117-285 118-015 118-138
S4 117-185 117-235 118-110
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% 0-146 0.4% 32% False False 48,442
10 119-055 117-275 1-100 1.1% 0-150 0.4% 50% False False 544,508
20 119-055 116-285 2-090 1.9% 0-177 0.5% 71% False False 765,384
40 119-055 115-240 3-135 2.9% 0-188 0.5% 81% False False 860,557
60 119-055 114-285 4-090 3.6% 0-194 0.5% 85% False False 779,741
80 120-150 114-285 5-185 4.7% 0-198 0.5% 65% False False 672,753
100 120-150 114-285 5-185 4.7% 0-200 0.5% 65% False False 538,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-000
2.618 119-157
1.618 119-057
1.000 118-315
0.618 118-277
HIGH 118-215
0.618 118-177
0.500 118-165
0.382 118-153
LOW 118-115
0.618 118-053
1.000 118-015
1.618 117-273
2.618 117-173
4.250 117-010
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 118-165 118-205
PP 118-165 118-192
S1 118-165 118-178

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

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