ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 117-060 118-025 0-285 0.8% 118-025
High 118-055 118-110 0-055 0.1% 118-135
Low 117-040 117-275 0-235 0.6% 116-285
Close 118-015 118-025 0-010 0.0% 117-060
Range 1-015 0-155 -0-180 -53.7% 1-170
ATR 0-207 0-203 -0-004 -1.8% 0-000
Volume 791,221 1,652,302 861,081 108.8% 4,033,580
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-175 119-095 118-110
R3 119-020 118-260 118-068
R2 118-185 118-185 118-053
R1 118-105 118-105 118-039 118-102
PP 118-030 118-030 118-030 118-029
S1 117-270 117-270 118-011 117-268
S2 117-195 117-195 117-317
S3 117-040 117-115 117-302
S4 116-205 116-280 117-260
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 122-030 121-055 118-010
R3 120-180 119-205 117-195
R2 119-010 119-010 117-150
R1 118-035 118-035 117-105 117-258
PP 117-160 117-160 117-160 117-111
S1 116-185 116-185 117-015 116-088
S2 115-310 115-310 116-290
S3 114-140 115-015 116-245
S4 112-290 113-165 116-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 116-285 1-145 1.2% 0-200 0.5% 82% True False 1,172,402
10 118-145 116-285 1-180 1.3% 0-201 0.5% 76% False False 1,083,706
20 118-305 116-285 2-020 1.7% 0-206 0.5% 58% False False 1,046,505
40 118-305 114-285 4-020 3.4% 0-197 0.5% 78% False False 879,186
60 120-150 114-285 5-185 4.7% 0-209 0.6% 57% False False 824,752
80 120-150 114-285 5-185 4.7% 0-204 0.5% 57% False False 625,711
100 120-150 114-285 5-185 4.7% 0-205 0.5% 57% False False 500,767
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 0-047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-129
2.618 119-196
1.618 119-041
1.000 118-265
0.618 118-206
HIGH 118-110
0.618 118-051
0.500 118-032
0.382 118-014
LOW 117-275
0.618 117-179
1.000 117-120
1.618 117-024
2.618 116-189
4.250 115-256
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 118-032 117-304
PP 118-030 117-263
S1 118-028 117-222

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

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