ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	116-220	117-050	0-150	0.4%	115-240
High	117-050	117-170	0-120	0.3%	117-170
Low	116-200	117-030	0-150	0.4%	115-200
Close	117-050	117-160	0-110	0.3%	117-160
Range	0-170	0-140	-0-030	-17.6%	1-290
ATR	0-179	0-176	-0-003	-1.6%	0-000
Volume	765,544	877,243	111,699	14.6%	2,469,238

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-220	118-170	117-237
R3	118-080	118-030	117-198
R2	117-260	117-260	117-186
R1	117-210	117-210	117-173	117-235
PP	117-120	117-120	117-120	117-132
S1	117-070	117-070	117-147	117-095
S2	116-300	116-300	117-134
S3	116-160	116-250	117-122
S4	116-020	116-110	117-083

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-193	121-307	118-176
R3	120-223	120-017	118-008
R2	118-253	118-253	117-272
R1	118-047	118-047	117-216	118-150
PP	116-283	116-283	116-283	117-015
S1	116-077	116-077	117-104	116-180
S2	114-313	114-313	117-048
S3	113-023	114-107	116-312
S4	111-053	112-137	116-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	115-200	1-290	1.6%	0-178	0.5%	98%	True	False	493,847
10	117-170	115-150	2-020	1.8%	0-176	0.5%	98%	True	False	258,474
20	117-170	115-150	2-020	1.8%	0-165	0.4%	98%	True	False	131,492
40	117-170	113-180	3-310	3.4%	0-166	0.4%	99%	True	False	66,283

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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-125
2.618	118-217
1.618	118-077
1.000	117-310
0.618	117-257
HIGH	117-170
0.618	117-117
0.500	117-100
0.382	117-083
LOW	117-030
0.618	116-263
1.000	116-210
1.618	116-123
2.618	115-303
4.250	115-075

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	117-140	117-107
PP	117-120	117-053
S1	117-100	117-000

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