ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 116-295 117-115 0-140 0.4% 117-005
High 117-145 117-160 0-015 0.0% 117-070
Low 116-240 117-065 0-145 0.4% 116-085
Close 117-115 117-115 0-000 0.0% 116-255
Range 0-225 0-095 -0-130 -57.8% 0-305
ATR 0-167 0-162 -0-005 -3.1% 0-000
Volume 602,570 826,151 223,581 37.1% 3,573,147
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-078 118-032 117-167
R3 117-303 117-257 117-141
R2 117-208 117-208 117-132
R1 117-162 117-162 117-124 117-162
PP 117-113 117-113 117-113 117-114
S1 117-067 117-067 117-106 117-068
S2 117-018 117-018 117-098
S3 116-243 116-292 117-089
S4 116-148 116-197 117-063
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
5 117-160 116-085 1-075 1.1% 0-158 0.4% 89% True False 787,563
10 117-225 116-085 1-140 1.2% 0-160 0.4% 76% False False 764,808
20 117-225 115-150 2-075 1.9% 0-164 0.4% 85% False False 620,929
40 117-225 115-150 2-075 1.9% 0-158 0.4% 85% False False 312,828
60 117-225 113-180 4-045 3.5% 0-149 0.4% 92% False False 208,624
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 0-042
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 118-244
2.618 118-089
1.618 117-314
1.000 117-255
0.618 117-219
HIGH 117-160
0.618 117-124
0.500 117-112
0.382 117-101
LOW 117-065
0.618 117-006
1.000 116-290
1.618 116-231
2.618 116-136
4.250 115-301
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 117-114 117-085
PP 117-113 117-055
S1 117-112 117-025

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

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