ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 116-112 115-290 -0-142 -0.4% 116-185
High 116-160 116-042 -0-118 -0.3% 116-265
Low 115-287 115-252 -0-035 -0.1% 115-252
Close 116-035 115-312 -0-043 -0.1% 115-312
Range 0-193 0-110 -0-083 -43.0% 1-013
ATR 0-140 0-138 -0-002 -1.5% 0-000
Volume 431,571 601,111 169,540 39.3% 1,776,176
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 116-319 116-265 116-052
R3 116-209 116-155 116-022
R2 116-099 116-099 116-012
R1 116-045 116-045 116-002 116-072
PP 115-309 115-309 115-309 116-002
S1 115-255 115-255 115-302 115-282
S2 115-199 115-199 115-292
S3 115-089 115-145 115-282
S4 114-299 115-035 115-252
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-102 118-220 116-175
R3 118-089 117-207 116-084
R2 117-076 117-076 116-053
R1 116-194 116-194 116-023 116-128
PP 116-063 116-063 116-063 116-030
S1 115-181 115-181 115-281 115-116
S2 115-050 115-050 115-251
S3 114-037 114-168 115-220
S4 113-024 113-155 115-129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-265 115-252 1-013 0.9% 0-136 0.4% 18% False True 447,018
10 117-057 115-252 1-125 1.2% 0-137 0.4% 13% False True 500,159
20 117-057 115-242 1-135 1.2% 0-132 0.4% 15% False False 458,027
40 117-057 113-317 3-060 2.7% 0-134 0.4% 62% False False 390,695
60 117-170 113-317 3-173 3.1% 0-137 0.4% 56% False False 360,183
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-190
2.618 117-010
1.618 116-220
1.000 116-152
0.618 116-110
HIGH 116-042
0.618 116-000
0.500 115-307
0.382 115-294
LOW 115-252
0.618 115-184
1.000 115-142
1.618 115-074
2.618 114-284
4.250 114-104
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 115-310 116-088
PP 115-309 116-056
S1 115-307 116-024

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

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