ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 118-025 118-030 0-005 0.0% 118-025
High 118-110 118-215 0-105 0.3% 118-135
Low 117-275 118-005 0-050 0.1% 116-285
Close 118-025 118-180 0-155 0.4% 117-060
Range 0-155 0-210 0-055 35.5% 1-170
ATR 0-203 0-204 0-000 0.2% 0-000
Volume 1,652,302 1,610,296 -42,006 -2.5% 4,033,580
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-123 120-042 118-296
R3 119-233 119-152 118-238
R2 119-023 119-023 118-218
R1 118-262 118-262 118-199 118-302
PP 118-133 118-133 118-133 118-154
S1 118-052 118-052 118-161 118-092
S2 117-243 117-243 118-142
S3 117-033 117-162 118-122
S4 116-143 116-272 118-064
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
5 118-215 116-285 1-250 1.5% 0-188 0.5% 94% True False 1,307,070
10 118-215 116-285 1-250 1.5% 0-200 0.5% 94% True False 1,126,346
20 118-305 116-285 2-020 1.7% 0-206 0.5% 81% False False 1,088,736
40 118-305 114-285 4-020 3.4% 0-198 0.5% 90% False False 910,907
60 120-150 114-285 5-185 4.7% 0-208 0.5% 66% False False 843,860
80 120-150 114-285 5-185 4.7% 0-204 0.5% 66% False False 645,818
100 120-150 114-285 5-185 4.7% 0-206 0.5% 66% False False 516,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-148
2.618 120-125
1.618 119-235
1.000 119-105
0.618 119-025
HIGH 118-215
0.618 118-135
0.500 118-110
0.382 118-085
LOW 118-005
0.618 117-195
1.000 117-115
1.618 116-305
2.618 116-095
4.250 115-072
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 118-157 118-109
PP 118-133 118-038
S1 118-110 117-288

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

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