ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	118-120	118-240	0-120	0.3%	118-160
High	118-265	118-270	0-005	0.0%	118-215
Low	118-055	118-215	0-160	0.4%	117-240
Close	118-245	118-245	0-000	0.0%	118-080
Range	0-210	0-055	-0-155	-73.8%	0-295
ATR	0-172	0-163	-0-008	-4.9%	0-000
Volume	4,240	6,129	1,889	44.6%	85,639

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-088	119-062	118-275
R3	119-033	119-007	118-260
R2	118-298	118-298	118-255
R1	118-272	118-272	118-250	118-285
PP	118-243	118-243	118-243	118-250
S1	118-217	118-217	118-240	118-230
S2	118-188	118-188	118-235
S3	118-133	118-162	118-230
S4	118-078	118-107	118-215

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-173	118-242
R3	120-022	119-198	118-161
R2	119-047	119-047	118-134
R1	118-223	118-223	118-107	118-148
PP	118-072	118-072	118-072	118-034
S1	117-248	117-248	118-053	117-172
S2	117-097	117-097	118-026
S3	116-122	116-273	117-319
S4	115-147	115-298	117-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-270	117-240	1-030	0.9%	0-146	0.4%	93%	True	False	8,017
10	119-055	117-240	1-135	1.2%	0-146	0.4%	71%	False	False	24,109
20	119-055	116-285	2-090	1.9%	0-160	0.4%	82%	False	False	485,754
40	119-055	116-285	2-090	1.9%	0-178	0.5%	82%	False	False	729,701
60	119-055	114-285	4-090	3.6%	0-186	0.5%	91%	False	False	705,351
80	120-150	114-285	5-185	4.7%	0-194	0.5%	69%	False	False	672,755
100	120-150	114-285	5-185	4.7%	0-198	0.5%	69%	False	False	539,113

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 116 trading days

Fibonacci Retracements and Extensions
4.250	119-184
2.618	119-094
1.618	119-039
1.000	119-005
0.618	118-304
HIGH	118-270
0.618	118-249
0.500	118-242
0.382	118-236
LOW	118-215
0.618	118-181
1.000	118-160
1.618	118-126
2.618	118-071
4.250	117-301

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	118-244	118-213
PP	118-243	118-182
S1	118-242	118-150

Download as Excel Spreadsheet

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

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