ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	117-095	117-065	-0-030	-0.1%	116-290
High	117-150	117-095	-0-055	-0.1%	117-175
Low	117-065	115-285	-1-100	-1.1%	116-210
Close	117-090	116-030	-1-060	-1.0%	116-310
Range	0-085	1-130	1-045	429.4%	0-285
ATR	0-156	0-177	0-021	13.4%	0-000
Volume	598,549	587,672	-10,877	-1.8%	3,927,676

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-207	119-248	116-278
R3	119-077	118-118	116-154
R2	117-267	117-267	116-112
R1	116-308	116-308	116-071	116-222
PP	116-137	116-137	116-137	116-094
S1	115-178	115-178	115-309	115-092
S2	115-007	115-007	115-268
S3	113-197	114-048	115-226
S4	112-067	112-238	115-102

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	115-285	1-210	1.4%	0-204	0.5%	12%	False	True	676,844
10	117-175	115-285	1-210	1.4%	0-181	0.5%	12%	False	True	732,203
20	117-225	115-285	1-260	1.6%	0-165	0.4%	11%	False	True	744,651
40	117-225	115-150	2-075	1.9%	0-168	0.5%	28%	False	False	397,200
60	117-225	113-180	4-045	3.6%	0-163	0.4%	61%	False	False	265,027

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	123-088
2.618	120-313
1.618	119-183
1.000	118-225
0.618	118-053
HIGH	117-095
0.618	116-243
0.500	116-190
0.382	116-137
LOW	115-285
0.618	115-007
1.000	114-155
1.618	113-197
2.618	112-067
4.250	109-292

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	116-190	116-218
PP	116-137	116-155
S1	116-083	116-092

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols