ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	115-240	115-250	0-010	0.0%	116-180
High	115-280	116-250	0-290	0.8%	116-300
Low	115-200	115-230	0-030	0.1%	115-150
Close	115-250	116-210	0-280	0.8%	115-240
Range	0-080	1-020	0-260	325.0%	1-150
ATR	0-169	0-181	0-012	7.2%	0-000
Volume	66,748	207,037	140,289	210.2%	115,509

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-183	119-057	117-077
R3	118-163	118-037	116-304
R2	117-143	117-143	116-272
R1	117-017	117-017	116-241	117-080
PP	116-123	116-123	116-123	116-155
S1	115-317	115-317	116-179	116-060
S2	115-103	115-103	116-148
S3	114-083	114-297	116-116
S4	113-063	113-277	116-023

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	116-260	115-150	1-110	1.2%	0-214	0.6%	88%	False	False	75,067
10	116-300	115-150	1-150	1.3%	0-174	0.5%	81%	False	False	40,320
20	117-160	115-150	2-010	1.7%	0-174	0.5%	58%	False	False	22,263
40	117-160	113-180	3-300	3.4%	0-161	0.4%	79%	False	False	11,399

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	0-032
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	121-095
2.618	119-180
1.618	118-160
1.000	117-270
0.618	117-140
HIGH	116-250
0.618	116-120
0.500	116-080
0.382	116-040
LOW	115-230
0.618	115-020
1.000	114-210
1.618	114-000
2.618	112-300
4.250	111-065

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	116-167	116-153
PP	116-123	116-097
S1	116-080	116-040

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