ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 116-290 116-295 0-005 0.0% 117-005
High 116-315 117-145 0-150 0.4% 117-070
Low 116-210 116-240 0-030 0.1% 116-085
Close 116-275 117-115 0-160 0.4% 116-255
Range 0-105 0-225 0-120 114.3% 0-305
ATR 0-162 0-167 0-004 2.8% 0-000
Volume 1,033,104 602,570 -430,534 -41.7% 3,573,147
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-095 119-010 117-239
R3 118-190 118-105 117-177
R2 117-285 117-285 117-156
R1 117-200 117-200 117-136 117-242
PP 117-060 117-060 117-060 117-081
S1 116-295 116-295 117-094 117-018
S2 116-155 116-155 117-074
S3 115-250 116-070 117-053
S4 115-025 115-165 116-311
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-198 119-052 117-103
R3 118-213 118-067 117-019
R2 117-228 117-228 116-311
R1 117-082 117-082 116-283 117-002
PP 116-243 116-243 116-243 116-204
S1 116-097 116-097 116-227 116-018
S2 115-258 115-258 116-199
S3 114-273 115-112 116-171
S4 113-288 114-127 116-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-145 116-085 1-060 1.0% 0-168 0.4% 92% True False 753,008
10 117-225 116-085 1-140 1.2% 0-163 0.4% 76% False False 749,233
20 117-225 115-150 2-075 1.9% 0-171 0.5% 85% False False 580,532
40 117-225 115-150 2-075 1.9% 0-158 0.4% 85% False False 292,189
60 117-225 113-180 4-045 3.5% 0-147 0.4% 92% False False 194,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-141
2.618 119-094
1.618 118-189
1.000 118-050
0.618 117-284
HIGH 117-145
0.618 117-059
0.500 117-032
0.382 117-006
LOW 116-240
0.618 116-101
1.000 116-015
1.618 115-196
2.618 114-291
4.250 113-244
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 117-088 117-062
PP 117-060 117-008
S1 117-032 116-275

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

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