ECBOT 5 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 116-157 116-265 0-108 0.3% 115-315
High 116-287 117-022 0-055 0.1% 117-022
Low 116-147 116-240 0-093 0.2% 115-300
Close 116-262 117-015 0-073 0.2% 117-015
Range 0-140 0-102 -0-038 -27.1% 1-042
ATR 0-133 0-131 -0-002 -1.7% 0-000
Volume 987,755 717,831 -269,924 -27.3% 3,611,551
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 117-292 117-255 117-071
R3 117-190 117-153 117-043
R2 117-088 117-088 117-034
R1 117-051 117-051 117-024 117-070
PP 116-306 116-306 116-306 116-315
S1 116-269 116-269 117-006 116-288
S2 116-204 116-204 116-316
S3 116-102 116-167 116-307
S4 116-000 116-065 116-279
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-025 119-222 117-214
R3 118-303 118-180 117-115
R2 117-261 117-261 117-081
R1 117-138 117-138 117-048 117-200
PP 116-219 116-219 116-219 116-250
S1 116-096 116-096 116-302 116-158
S2 115-177 115-177 116-269
S3 114-135 115-054 116-235
S4 113-093 114-012 116-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-022 115-300 1-042 1.0% 0-115 0.3% 98% True False 722,310
10 117-022 115-252 1-090 1.1% 0-125 0.3% 98% True False 584,664
20 117-057 115-252 1-125 1.2% 0-131 0.4% 91% False False 534,058
40 117-057 113-317 3-060 2.7% 0-132 0.4% 96% False False 439,176
60 117-170 113-317 3-173 3.0% 0-139 0.4% 86% False False 417,126
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-136
2.618 117-289
1.618 117-187
1.000 117-124
0.618 117-085
HIGH 117-022
0.618 116-303
0.500 116-291
0.382 116-279
LOW 116-240
0.618 116-177
1.000 116-138
1.618 116-075
2.618 115-293
4.250 115-126
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 117-000 116-301
PP 116-306 116-267
S1 116-291 116-234

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

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