ECBOT 5 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 115-097 115-112 0-015 0.0% 115-210
High 115-127 115-220 0-093 0.3% 115-240
Low 115-060 115-075 0-015 0.0% 114-285
Close 115-105 115-197 0-092 0.2% 115-080
Range 0-067 0-145 0-078 116.4% 0-275
ATR 0-102 0-105 0-003 3.0% 0-000
Volume 585,668 296,470 -289,198 -49.4% 2,094,301
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-279 116-223 115-277
R3 116-134 116-078 115-237
R2 115-309 115-309 115-224
R1 115-253 115-253 115-210 115-281
PP 115-164 115-164 115-164 115-178
S1 115-108 115-108 115-184 115-136
S2 115-019 115-019 115-170
S3 114-194 114-283 115-157
S4 114-049 114-138 115-117
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-280 117-135 115-231
R3 117-005 116-180 115-156
R2 116-050 116-050 115-130
R1 115-225 115-225 115-105 115-160
PP 115-095 115-095 115-095 115-062
S1 114-270 114-270 115-055 114-205
S2 114-140 114-140 115-030
S3 113-185 113-315 115-004
S4 112-230 113-040 114-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-225 114-285 0-260 0.7% 0-114 0.3% 89% False False 425,707
10 116-047 114-285 1-082 1.1% 0-109 0.3% 58% False False 415,417
20 116-047 114-200 1-167 1.3% 0-118 0.3% 65% False False 325,228
40 116-047 114-160 1-207 1.4% 0-078 0.2% 68% False False 163,300
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-196
2.618 116-280
1.618 116-135
1.000 116-045
0.618 115-310
HIGH 115-220
0.618 115-165
0.500 115-148
0.382 115-130
LOW 115-075
0.618 114-305
1.000 114-250
1.618 114-160
2.618 114-015
4.250 113-099
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 115-180 115-162
PP 115-164 115-127
S1 115-148 115-092

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

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