ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 116-207 116-217 0-010 0.0% 116-242
High 116-220 116-217 -0-003 0.0% 116-272
Low 116-190 116-120 -0-070 -0.2% 116-017
Close 116-195 116-125 -0-070 -0.2% 116-122
Range 0-030 0-097 0-067 223.3% 0-255
ATR 0-105 0-104 -0-001 -0.5% 0-000
Volume 8,085 1,391 -6,694 -82.8% 58,945
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-125 117-062 116-178
R3 117-028 116-285 116-152
R2 116-251 116-251 116-143
R1 116-188 116-188 116-134 116-171
PP 116-154 116-154 116-154 116-146
S1 116-091 116-091 116-116 116-074
S2 116-057 116-057 116-107
S3 115-280 115-314 116-098
S4 115-183 115-217 116-072
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-262 118-127 116-262
R3 118-007 117-192 116-192
R2 117-072 117-072 116-169
R1 116-257 116-257 116-145 116-197
PP 116-137 116-137 116-137 116-107
S1 116-002 116-002 116-099 115-262
S2 115-202 115-202 116-075
S3 114-267 115-067 116-052
S4 114-012 114-132 115-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-240 116-017 0-223 0.6% 0-090 0.2% 48% False False 6,290
10 117-030 116-017 1-013 0.9% 0-086 0.2% 32% False False 12,012
20 117-085 115-252 1-153 1.3% 0-096 0.3% 41% False False 231,464
40 117-085 115-195 1-210 1.4% 0-116 0.3% 47% False False 337,479
60 117-085 113-317 3-088 2.8% 0-122 0.3% 73% False False 334,165
80 117-170 113-317 3-173 3.0% 0-127 0.3% 68% False False 320,509
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-309
2.618 117-151
1.618 117-054
1.000 116-314
0.618 116-277
HIGH 116-217
0.618 116-180
0.500 116-168
0.382 116-157
LOW 116-120
0.618 116-060
1.000 116-023
1.618 115-283
2.618 115-186
4.250 115-028
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 116-168 116-180
PP 116-154 116-162
S1 116-140 116-143

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

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