ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 118-285 118-170 -0-115 -0.3% 118-100
High 118-285 118-200 -0-085 -0.2% 118-285
Low 118-145 118-065 -0-080 -0.2% 118-030
Close 118-160 118-115 -0-045 -0.1% 118-115
Range 0-140 0-135 -0-005 -3.6% 0-255
ATR 0-162 0-160 -0-002 -1.2% 0-000
Volume 19,656 10,169 -9,487 -48.3% 54,901
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-212 119-138 118-189
R3 119-077 119-003 118-152
R2 118-262 118-262 118-140
R1 118-188 118-188 118-127 118-158
PP 118-127 118-127 118-127 118-111
S1 118-053 118-053 118-103 118-022
S2 117-312 117-312 118-090
S3 117-177 117-238 118-078
S4 117-042 117-103 118-041
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-268 120-127 118-255
R3 120-013 119-192 118-185
R2 119-078 119-078 118-162
R1 118-257 118-257 118-138 119-008
PP 118-143 118-143 118-143 118-179
S1 118-002 118-002 118-092 118-072
S2 117-208 117-208 118-068
S3 116-273 117-067 118-045
S4 116-018 116-132 117-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-285 118-030 0-255 0.7% 0-129 0.3% 33% False False 10,980
10 118-285 117-240 1-045 1.0% 0-132 0.3% 53% False False 14,054
20 119-055 117-015 2-040 1.8% 0-152 0.4% 62% False False 368,234
40 119-055 116-285 2-090 1.9% 0-175 0.5% 64% False False 688,688
60 119-055 114-285 4-090 3.6% 0-183 0.5% 81% False False 682,116
80 120-150 114-285 5-185 4.7% 0-194 0.5% 62% False False 672,300
100 120-150 114-285 5-185 4.7% 0-196 0.5% 62% False False 539,410
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-134
2.618 119-233
1.618 119-098
1.000 119-015
0.618 118-283
HIGH 118-200
0.618 118-148
0.500 118-132
0.382 118-117
LOW 118-065
0.618 117-302
1.000 117-250
1.618 117-167
2.618 117-032
4.250 116-131
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 118-132 118-175
PP 118-127 118-155
S1 118-121 118-135

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

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