ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 116-180 116-260 0-080 0.2% 117-070
High 116-300 116-260 -0-040 -0.1% 117-090
Low 116-120 116-040 -0-080 -0.2% 116-040
Close 116-280 116-070 -0-210 -0.6% 116-200
Range 0-180 0-220 0-040 22.2% 1-050
ATR 0-164 0-170 0-005 3.3% 0-000
Volume 6,979 18,202 11,223 160.8% 28,036
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-143 118-007 116-191
R3 117-243 117-107 116-130
R2 117-023 117-023 116-110
R1 116-207 116-207 116-090 116-165
PP 116-123 116-123 116-123 116-102
S1 115-307 115-307 116-050 115-265
S2 115-223 115-223 116-030
S3 115-003 115-087 116-010
S4 114-103 114-187 115-269
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-047 119-173 117-084
R3 118-317 118-123 116-302
R2 117-267 117-267 116-268
R1 117-073 117-073 116-234 116-305
PP 116-217 116-217 116-217 116-172
S1 116-023 116-023 116-166 115-255
S2 115-167 115-167 116-132
S3 114-117 114-293 116-098
S4 113-067 113-243 115-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-300 116-040 0-260 0.7% 0-142 0.4% 12% False True 8,691
10 117-160 116-020 1-140 1.2% 0-162 0.4% 11% False False 6,826
20 117-160 115-250 1-230 1.5% 0-152 0.4% 25% False False 4,727
40 117-160 113-180 3-300 3.4% 0-141 0.4% 67% False False 2,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-235
2.618 118-196
1.618 117-296
1.000 117-160
0.618 117-076
HIGH 116-260
0.618 116-176
0.500 116-150
0.382 116-124
LOW 116-040
0.618 115-224
1.000 115-140
1.618 115-004
2.618 114-104
4.250 113-065
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 116-150 116-170
PP 116-123 116-137
S1 116-097 116-103

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

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