ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 115-270 116-000 0-050 0.1% 114-110
High 115-270 116-000 0-050 0.1% 115-270
Low 115-270 116-000 0-050 0.1% 114-110
Close 116-020 115-310 -0-030 -0.1% 116-020
Range
ATR 0-101 0-095 -0-006 -5.7% 0-000
Volume 31 1 -30 -96.8% 68
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-317 115-313 115-310
R3 115-317 115-313 115-310
R2 115-317 115-317 115-310
R1 115-313 115-313 115-310 115-315
PP 115-317 115-317 115-317 115-318
S1 115-313 115-313 115-310 115-315
S2 115-317 115-317 115-310
S3 115-317 115-313 115-310
S4 115-317 115-313 115-310
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-293 119-157 116-284
R3 118-133 117-317 116-152
R2 116-293 116-293 116-108
R1 116-157 116-157 116-064 116-225
PP 115-133 115-133 115-133 115-168
S1 114-317 114-317 115-296 115-065
S2 113-293 113-293 115-252
S3 112-133 113-157 115-208
S4 110-293 111-317 115-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-000 115-080 0-240 0.6% 0-000 0.0% 96% True False 13
10 116-000 114-100 1-220 1.5% 0-000 0.0% 98% True False 7
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 116-000
2.618 116-000
1.618 116-000
1.000 116-000
0.618 116-000
HIGH 116-000
0.618 116-000
0.500 116-000
0.382 116-000
LOW 116-000
0.618 116-000
1.000 116-000
1.618 116-000
2.618 116-000
4.250 116-000
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 116-000 115-298
PP 115-317 115-287
S1 115-313 115-275

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

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