ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 117-140 117-140 0-000 0.0% 115-240
High 117-155 117-225 0-070 0.2% 117-170
Low 117-035 117-055 0-020 0.1% 115-200
Close 117-135 117-165 0-030 0.1% 117-160
Range 0-120 0-170 0-050 41.7% 1-290
ATR 0-165 0-166 0-000 0.2% 0-000
Volume 670,401 728,666 58,265 8.7% 2,469,238
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-018 118-262 117-258
R3 118-168 118-092 117-212
R2 117-318 117-318 117-196
R1 117-242 117-242 117-181 117-280
PP 117-148 117-148 117-148 117-168
S1 117-072 117-072 117-149 117-110
S2 116-298 116-298 117-134
S3 116-128 116-222 117-118
S4 115-278 116-052 117-072
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
5 117-225 117-015 0-210 0.6% 0-135 0.4% 71% True False 764,766
10 117-225 115-150 2-075 1.9% 0-158 0.4% 92% True False 546,946
20 117-225 115-150 2-075 1.9% 0-160 0.4% 92% True False 278,141
40 117-225 114-000 3-225 3.2% 0-161 0.4% 95% True False 139,935
60 117-225 113-180 4-045 3.5% 0-144 0.4% 95% True False 93,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-308
2.618 119-030
1.618 118-180
1.000 118-075
0.618 118-010
HIGH 117-225
0.618 117-160
0.500 117-140
0.382 117-120
LOW 117-055
0.618 116-270
1.000 116-205
1.618 116-100
2.618 115-250
4.250 114-292
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 117-157 117-150
PP 117-148 117-135
S1 117-140 117-120

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

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