ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 118-190 118-210 0-020 0.1% 117-060
High 118-305 118-310 0-005 0.0% 118-305
Low 118-155 118-185 0-030 0.1% 117-015
Close 118-290 118-280 -0-010 0.0% 118-290
Range 0-150 0-125 -0-025 -16.7% 1-290
ATR 0-200 0-195 -0-005 -2.7% 0-000
Volume 1,423,304 359,041 -1,064,263 -74.8% 6,515,388
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-313 119-262 119-029
R3 119-188 119-137 118-314
R2 119-063 119-063 118-303
R1 119-012 119-012 118-291 119-038
PP 118-258 118-258 118-258 118-271
S1 118-207 118-207 118-269 118-232
S2 118-133 118-133 118-257
S3 118-008 118-082 118-246
S4 117-203 117-277 118-211
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
5 118-310 117-040 1-270 1.6% 0-195 0.5% 95% True False 1,167,232
10 118-310 116-285 2-025 1.7% 0-194 0.5% 95% True False 1,090,800
20 118-310 116-285 2-025 1.7% 0-192 0.5% 95% True False 1,065,216
40 118-310 114-285 4-025 3.4% 0-199 0.5% 98% True False 940,168
60 120-000 114-285 5-035 4.3% 0-202 0.5% 78% False False 852,557
80 120-150 114-285 5-185 4.7% 0-200 0.5% 71% False False 668,008
100 120-150 114-285 5-185 4.7% 0-203 0.5% 71% False False 534,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-201
2.618 119-317
1.618 119-192
1.000 119-115
0.618 119-067
HIGH 118-310
0.618 118-262
0.500 118-248
0.382 118-233
LOW 118-185
0.618 118-108
1.000 118-060
1.618 117-303
2.618 117-178
4.250 116-294
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 118-269 118-239
PP 118-258 118-198
S1 118-248 118-158

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

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