ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 116-315 117-035 0-040 0.1% 115-315
High 117-045 117-055 0-010 0.0% 117-022
Low 116-277 116-302 0-025 0.1% 115-300
Close 117-030 117-035 0-005 0.0% 117-015
Range 0-088 0-073 -0-015 -17.0% 1-042
ATR 0-125 0-121 -0-004 -3.0% 0-000
Volume 66,564 39,987 -26,577 -39.9% 3,611,551
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-243 117-212 117-075
R3 117-170 117-139 117-055
R2 117-097 117-097 117-048
R1 117-066 117-066 117-042 117-072
PP 117-024 117-024 117-024 117-027
S1 116-313 116-313 117-028 116-318
S2 116-271 116-271 117-022
S3 116-198 116-240 117-015
S4 116-125 116-167 116-315
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-025 119-222 117-214
R3 118-303 118-180 117-115
R2 117-261 117-261 117-081
R1 117-138 117-138 117-048 117-200
PP 116-219 116-219 116-219 116-250
S1 116-096 116-096 116-302 116-158
S2 115-177 115-177 116-269
S3 114-135 115-054 116-235
S4 113-093 114-012 116-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-055 116-147 0-228 0.6% 0-098 0.3% 91% True False 394,983
10 117-055 115-252 1-123 1.2% 0-112 0.3% 95% True False 491,356
20 117-057 115-252 1-125 1.2% 0-124 0.3% 95% False False 479,632
40 117-057 114-177 2-200 2.2% 0-126 0.3% 97% False False 433,494
60 117-170 113-317 3-173 3.0% 0-136 0.4% 88% False False 408,480
80 117-170 113-317 3-173 3.0% 0-128 0.3% 88% False False 318,761
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-045
2.618 117-246
1.618 117-173
1.000 117-128
0.618 117-100
HIGH 117-055
0.618 117-027
0.500 117-018
0.382 117-010
LOW 116-302
0.618 116-257
1.000 116-229
1.618 116-184
2.618 116-111
4.250 115-312
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 117-030 117-023
PP 117-024 117-011
S1 117-018 116-318

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

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