ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	117-020	116-240	-0-100	-0.3%	116-250
High	117-030	116-290	-0-060	-0.2%	117-160
Low	116-230	116-110	-0-120	-0.3%	116-020
Close	116-250	116-150	-0-100	-0.3%	117-140
Range	0-120	0-180	0-060	50.0%	1-140
ATR	0-178	0-178	0-000	0.1%	0-000
Volume	1,823	2,619	796	43.7%	17,067

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-083	117-297	116-249
R3	117-223	117-117	116-200
R2	117-043	117-043	116-183
R1	116-257	116-257	116-166	116-220
PP	116-183	116-183	116-183	116-165
S1	116-077	116-077	116-134	116-040
S2	116-003	116-003	116-117
S3	115-143	115-217	116-100
S4	114-283	115-037	116-051

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-100	120-260	118-073
R3	119-280	119-120	117-266
R2	118-140	118-140	117-224
R1	117-300	117-300	117-182	118-060
PP	117-000	117-000	117-000	117-040
S1	116-160	116-160	117-098	116-240
S2	115-180	115-180	117-056
S3	114-040	115-020	117-014
S4	112-220	113-200	116-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-160	116-020	1-140	1.2%	0-182	0.5%	28%	False	False	4,961
10	117-160	115-260	1-220	1.4%	0-172	0.5%	39%	False	False	4,175
20	117-160	114-050	3-110	2.9%	0-162	0.4%	69%	False	False	2,726
40	117-160	113-180	3-300	3.4%	0-140	0.4%	74%	False	False	1,386

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-095
2.618	118-121
1.618	117-261
1.000	117-150
0.618	117-081
HIGH	116-290
0.618	116-221
0.500	116-200
0.382	116-179
LOW	116-110
0.618	115-319
1.000	115-250
1.618	115-139
2.618	114-279
4.250	113-305

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	116-200	116-260
PP	116-183	116-223
S1	116-167	116-187

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