ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 116-080 115-210 -0-190 -0.5% 116-180
High 116-140 115-300 -0-160 -0.4% 116-300
Low 115-180 115-150 -0-030 -0.1% 115-150
Close 115-240 115-240 0-000 0.0% 115-240
Range 0-280 0-150 -0-130 -46.4% 1-150
ATR 0-178 0-176 -0-002 -1.1% 0-000
Volume 29,716 53,633 23,917 80.5% 115,509
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 117-040 116-290 116-002
R3 116-210 116-140 115-281
R2 116-060 116-060 115-268
R1 115-310 115-310 115-254 116-025
PP 115-230 115-230 115-230 115-248
S1 115-160 115-160 115-226 115-195
S2 115-080 115-080 115-212
S3 114-250 115-010 115-199
S4 114-100 114-180 115-158
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-147 119-183 116-178
R3 118-317 118-033 116-049
R2 117-167 117-167 116-006
R1 116-203 116-203 115-283 116-110
PP 116-017 116-017 116-017 115-290
S1 115-053 115-053 115-197 114-280
S2 114-187 114-187 115-154
S3 113-037 113-223 115-111
S4 111-207 112-073 114-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-300 115-150 1-150 1.3% 0-174 0.5% 19% False True 23,101
10 117-090 115-150 1-260 1.6% 0-151 0.4% 16% False True 14,354
20 117-160 115-150 2-010 1.8% 0-160 0.4% 14% False True 8,685
40 117-160 113-180 3-300 3.4% 0-152 0.4% 56% False False 4,555
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-298
2.618 117-053
1.618 116-223
1.000 116-130
0.618 116-073
HIGH 115-300
0.618 115-243
0.500 115-225
0.382 115-207
LOW 115-150
0.618 115-057
1.000 115-000
1.618 114-227
2.618 114-077
4.250 113-152
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 115-235 116-045
PP 115-230 116-003
S1 115-225 115-282

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

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