ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 118-030 118-190 0-160 0.4% 117-060
High 118-215 118-305 0-090 0.2% 118-305
Low 118-005 118-155 0-150 0.4% 117-015
Close 118-180 118-290 0-110 0.3% 118-290
Range 0-210 0-150 -0-060 -28.6% 1-290
ATR 0-204 0-200 -0-004 -1.9% 0-000
Volume 1,610,296 1,423,304 -186,992 -11.6% 6,515,388
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-060 120-005 119-052
R3 119-230 119-175 119-011
R2 119-080 119-080 118-318
R1 119-025 119-025 118-304 119-052
PP 118-250 118-250 118-250 118-264
S1 118-195 118-195 118-276 118-222
S2 118-100 118-100 118-262
S3 117-270 118-045 118-249
S4 117-120 117-215 118-208
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 124-007 123-118 119-306
R3 122-037 121-148 119-138
R2 120-067 120-067 119-082
R1 119-178 119-178 119-026 119-282
PP 118-097 118-097 118-097 118-149
S1 117-208 117-208 118-234 117-312
S2 116-127 116-127 118-178
S3 114-157 115-238 118-122
S4 112-187 113-268 117-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-305 117-015 1-290 1.6% 0-186 0.5% 98% True False 1,303,077
10 118-305 116-285 2-020 1.7% 0-198 0.5% 98% True False 1,158,634
20 118-305 116-285 2-020 1.7% 0-203 0.5% 98% True False 1,106,474
40 118-305 114-285 4-020 3.4% 0-198 0.5% 99% True False 940,199
60 120-150 114-285 5-185 4.7% 0-207 0.5% 72% False False 859,851
80 120-150 114-285 5-185 4.7% 0-202 0.5% 72% False False 663,569
100 120-150 114-285 5-185 4.7% 0-204 0.5% 72% False False 531,098
Crabel Price Patterns
NR True
NR4 True
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 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-302
2.618 120-058
1.618 119-228
1.000 119-135
0.618 119-078
HIGH 118-305
0.618 118-248
0.500 118-230
0.382 118-212
LOW 118-155
0.618 118-062
1.000 118-005
1.618 117-232
2.618 117-082
4.250 116-158
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 118-270 118-237
PP 118-250 118-183
S1 118-230 118-130

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

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