ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	115-230	116-020	0-110	0.3%	114-110
High	115-240	116-020	0-100	0.3%	115-270
Low	115-230	116-020	0-110	0.3%	114-110
Close	115-300	116-020	0-040	0.1%	116-020
Range	0-010	0-000	-0-010	-100.0%	1-160
ATR	0-088	0-084	-0-003	-3.9%	0-000
Volume	1	2	1	100.0%	68

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-020	116-020	116-020
R3	116-020	116-020	116-020
R2	116-020	116-020	116-020
R1	116-020	116-020	116-020	116-020
PP	116-020	116-020	116-020	116-020
S1	116-020	116-020	116-020	116-020
S2	116-020	116-020	116-020
S3	116-020	116-020	116-020
S4	116-020	116-020	116-020

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	116-020	115-230	0-110	0.3%	0-002	0.0%	100%	True	False	7
10	116-020	114-100	1-240	1.5%	0-001	0.0%	100%	True	False	7
20	116-020	114-100	1-240	1.5%	0-000	0.0%	100%	True	False	4

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-020
2.618	116-020
1.618	116-020
1.000	116-020
0.618	116-020
HIGH	116-020
0.618	116-020
0.500	116-020
0.382	116-020
LOW	116-020
0.618	116-020
1.000	116-020
1.618	116-020
2.618	116-020
4.250	116-020

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	116-020	116-002
PP	116-020	115-303
S1	116-020	115-285

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