ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	115-162	115-082	-0-080	-0.2%	115-097
High	115-197	115-107	-0-090	-0.2%	115-220
Low	115-080	115-015	-0-065	-0.2%	115-015
Close	115-090	115-030	-0-060	-0.2%	115-030
Range	0-117	0-092	-0-025	-21.4%	0-205
ATR	0-103	0-102	-0-001	-0.8%	0-000
Volume	350,853	433,136	82,283	23.5%	2,115,550

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-270	115-081
R3	115-235	115-178	115-055
R2	115-143	115-143	115-047
R1	115-086	115-086	115-038	115-068
PP	115-051	115-051	115-051	115-042
S1	114-314	114-314	115-022	114-296
S2	114-279	114-279	115-013
S3	114-187	114-222	115-005
S4	114-095	114-130	114-299

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-063	116-252	115-143
R3	116-178	116-047	115-086
R2	115-293	115-293	115-068
R1	115-162	115-162	115-049	115-125
PP	115-088	115-088	115-088	115-070
S1	114-277	114-277	115-011	114-240
S2	114-203	114-203	114-312
S3	113-318	114-072	114-294
S4	113-113	113-187	114-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-220	115-015	0-205	0.6%	0-097	0.3%	7%	False	True	423,110
10	115-240	114-285	0-275	0.7%	0-099	0.3%	24%	False	False	420,985
20	116-047	114-250	1-117	1.2%	0-111	0.3%	23%	False	False	383,791
40	116-047	114-200	1-167	1.3%	0-084	0.2%	31%	False	False	194,135

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-178
2.618	116-028
1.618	115-256
1.000	115-199
0.618	115-164
HIGH	115-107
0.618	115-072
0.500	115-061
0.382	115-050
LOW	115-015
0.618	114-278
1.000	114-243
1.618	114-186
2.618	114-094
4.250	113-264

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	115-061	115-108
PP	115-051	115-082
S1	115-040	115-056

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