ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 118-045 118-100 0-055 0.1% 118-160
High 118-165 118-135 -0-030 -0.1% 118-215
Low 117-240 118-030 0-110 0.3% 117-240
Close 118-080 118-100 0-020 0.1% 118-080
Range 0-245 0-105 -0-140 -57.1% 0-295
ATR 0-173 0-169 -0-005 -2.8% 0-000
Volume 6,293 14,707 8,414 133.7% 85,639
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-083 119-037 118-158
R3 118-298 118-252 118-129
R2 118-193 118-193 118-119
R1 118-147 118-147 118-110 118-152
PP 118-088 118-088 118-088 118-091
S1 118-042 118-042 118-090 118-048
S2 117-303 117-303 118-081
S3 117-198 117-257 118-071
S4 117-093 117-152 118-042
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-317 120-173 118-242
R3 120-022 119-198 118-161
R2 119-047 119-047 118-134
R1 118-223 118-223 118-107 118-148
PP 118-072 118-072 118-072 118-034
S1 117-248 117-248 118-053 117-172
S2 117-097 117-097 118-026
S3 116-122 116-273 117-319
S4 115-147 115-298 117-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-215 117-240 0-295 0.8% 0-138 0.4% 61% False False 13,137
10 119-055 117-240 1-135 1.2% 0-144 0.4% 40% False False 45,006
20 119-055 116-285 2-090 1.9% 0-169 0.4% 62% False False 567,903
40 119-055 116-215 2-160 2.1% 0-182 0.5% 66% False False 775,103
60 119-055 114-285 4-090 3.6% 0-188 0.5% 80% False False 728,307
80 120-150 114-285 5-185 4.7% 0-197 0.5% 61% False False 672,917
100 120-150 114-285 5-185 4.7% 0-199 0.5% 61% False False 539,020
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-261
2.618 119-090
1.618 118-305
1.000 118-240
0.618 118-200
HIGH 118-135
0.618 118-095
0.500 118-082
0.382 118-070
LOW 118-030
0.618 117-285
1.000 117-245
1.618 117-180
2.618 117-075
4.250 116-224
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 118-094 118-081
PP 118-088 118-062
S1 118-082 118-042

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

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