ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 116-300 117-095 0-115 0.3% 116-290
High 117-115 117-150 0-035 0.1% 117-175
Low 116-280 117-065 0-105 0.3% 116-210
Close 117-090 117-090 0-000 0.0% 116-310
Range 0-155 0-085 -0-070 -45.2% 0-285
ATR 0-162 0-156 -0-005 -3.4% 0-000
Volume 732,150 598,549 -133,601 -18.2% 3,927,676
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-037 117-308 117-137
R3 117-272 117-223 117-113
R2 117-187 117-187 117-106
R1 117-138 117-138 117-098 117-120
PP 117-102 117-102 117-102 117-092
S1 117-053 117-053 117-082 117-035
S2 117-017 117-017 117-074
S3 116-252 116-288 117-067
S4 116-167 116-203 117-043
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-233 119-077 117-147
R3 118-268 118-112 117-068
R2 117-303 117-303 117-042
R1 117-147 117-147 117-016 117-225
PP 117-018 117-018 117-018 117-058
S1 116-182 116-182 116-284 116-260
S2 116-053 116-053 116-258
S3 115-088 115-217 116-232
S4 114-123 114-252 116-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-175 116-245 0-250 0.7% 0-133 0.4% 66% False False 724,540
10 117-175 116-085 1-090 1.1% 0-150 0.4% 79% False False 738,774
20 117-225 116-085 1-140 1.2% 0-150 0.4% 71% False False 742,900
40 117-225 115-150 2-075 1.9% 0-162 0.4% 81% False False 382,582
60 117-225 113-180 4-045 3.5% 0-157 0.4% 90% False False 255,233
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 0-046
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 118-191
2.618 118-053
1.618 117-288
1.000 117-235
0.618 117-203
HIGH 117-150
0.618 117-118
0.500 117-108
0.382 117-097
LOW 117-065
0.618 117-012
1.000 116-300
1.618 116-247
2.618 116-162
4.250 116-024
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 117-108 117-072
PP 117-102 117-055
S1 117-096 117-038

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

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