ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	115-220	115-240	0-020	0.1%	115-130
High	115-220	115-240	0-020	0.1%	116-020
Low	115-220	115-240	0-020	0.1%	115-130
Close	115-170	115-270	0-100	0.3%	115-170
Range
ATR	0-079	0-079	-0-001	-0.8%	0-000
Volume	164	218	54	32.9%	1,003

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-250	115-260	115-270
R3	115-250	115-260	115-270
R2	115-250	115-250	115-270
R1	115-260	115-260	115-270	115-255
PP	115-250	115-250	115-250	115-248
S1	115-260	115-260	115-270	115-255
S2	115-250	115-250	115-270
S3	115-250	115-260	115-270
S4	115-250	115-260	115-270

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-203	117-077	115-286
R3	116-313	116-187	115-228
R2	116-103	116-103	115-208
R1	115-297	115-297	115-189	116-040
PP	115-213	115-213	115-213	115-245
S1	115-087	115-087	115-151	115-150
S2	115-003	115-003	115-132
S3	114-113	114-197	115-112
S4	113-223	113-307	115-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-020	115-160	0-180	0.5%	0-022	0.1%	61%	False	False	234
10	116-020	115-030	0-310	0.8%	0-020	0.1%	77%	False	False	258
20	116-020	115-030	0-310	0.8%	0-010	0.0%	77%	False	False	132

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	115-240
2.618	115-240
1.618	115-240
1.000	115-240
0.618	115-240
HIGH	115-240
0.618	115-240
0.500	115-240
0.382	115-240
LOW	115-240
0.618	115-240
1.000	115-240
1.618	115-240
2.618	115-240
4.250	115-240

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	115-260	115-247
PP	115-250	115-223
S1	115-240	115-200

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