ECBOT 5 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 116-242 116-217 -0-025 -0.1% 116-272
High 116-242 116-272 0-030 0.1% 117-085
Low 116-185 116-215 0-030 0.1% 116-192
Close 116-225 116-250 0-025 0.1% 116-235
Range 0-057 0-057 0-000 0.0% 0-213
ATR 0-120 0-115 -0-004 -3.7% 0-000
Volume 27,250 5,963 -21,287 -78.1% 334,654
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-097 117-070 116-281
R3 117-040 117-013 116-266
R2 116-303 116-303 116-260
R1 116-276 116-276 116-255 116-290
PP 116-246 116-246 116-246 116-252
S1 116-219 116-219 116-245 116-232
S2 116-189 116-189 116-240
S3 116-132 116-162 116-234
S4 116-075 116-105 116-219
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-276 118-149 117-032
R3 118-063 117-256 116-294
R2 117-170 117-170 116-274
R1 117-043 117-043 116-255 117-000
PP 116-277 116-277 116-277 116-256
S1 116-150 116-150 116-215 116-107
S2 116-064 116-064 116-196
S3 115-171 115-257 116-176
S4 114-278 115-044 116-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-085 116-185 0-220 0.6% 0-096 0.3% 30% False False 27,704
10 117-085 116-125 0-280 0.7% 0-099 0.3% 45% False False 293,525
20 117-085 115-252 1-153 1.3% 0-116 0.3% 67% False False 379,082
40 117-085 114-265 2-140 2.1% 0-122 0.3% 80% False False 397,963
60 117-085 113-317 3-088 2.8% 0-134 0.4% 85% False False 385,780
80 117-170 113-317 3-173 3.0% 0-127 0.3% 79% False False 319,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Fibonacci Retracements and Extensions
4.250 117-194
2.618 117-101
1.618 117-044
1.000 117-009
0.618 116-307
HIGH 116-272
0.618 116-250
0.500 116-244
0.382 116-237
LOW 116-215
0.618 116-180
1.000 116-158
1.618 116-123
2.618 116-066
4.250 115-293
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 116-248 116-268
PP 116-246 116-262
S1 116-244 116-256

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

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