ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 117-165 117-005 -0-160 -0.4% 117-065
High 117-200 117-015 -0-185 -0.5% 117-225
Low 116-255 116-230 -0-025 -0.1% 116-255
Close 117-015 116-295 -0-040 -0.1% 117-015
Range 0-265 0-105 -0-160 -60.4% 0-290
ATR 0-173 0-168 -0-005 -2.8% 0-000
Volume 884,451 962,528 78,077 8.8% 3,831,040
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-282 117-233 117-033
R3 117-177 117-128 117-004
R2 117-072 117-072 116-314
R1 117-023 117-023 116-305 116-315
PP 116-287 116-287 116-287 116-272
S1 116-238 116-238 116-285 116-210
S2 116-182 116-182 116-276
S3 116-077 116-133 116-266
S4 115-292 116-028 116-237
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-288 119-122 117-174
R3 118-318 118-152 117-095
R2 118-028 118-028 117-068
R1 117-182 117-182 117-042 117-120
PP 117-058 117-058 117-058 117-028
S1 116-212 116-212 116-308 116-150
S2 116-088 116-088 116-282
S3 115-118 115-242 116-255
S4 114-148 114-272 116-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-225 116-230 0-315 0.8% 0-159 0.4% 21% False True 782,974
10 117-225 115-230 1-315 1.7% 0-172 0.5% 61% False False 719,605
20 117-225 115-150 2-075 1.9% 0-162 0.4% 65% False False 369,702
40 117-225 114-050 3-175 3.0% 0-161 0.4% 78% False False 186,107
60 117-225 113-180 4-045 3.5% 0-146 0.4% 81% False False 124,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118-141
2.618 117-290
1.618 117-185
1.000 117-120
0.618 117-080
HIGH 117-015
0.618 116-295
0.500 116-282
0.382 116-270
LOW 116-230
0.618 116-165
1.000 116-125
1.618 116-060
2.618 115-275
4.250 115-104
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 116-291 117-068
PP 116-287 117-037
S1 116-282 117-006

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

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