ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 116-090 116-080 -0-010 0.0% 116-060
High 116-180 116-090 -0-090 -0.2% 116-280
Low 116-050 116-020 -0-030 -0.1% 115-260
Close 116-170 116-030 -0-140 -0.4% 116-210
Range 0-130 0-070 -0-060 -46.2% 1-020
ATR 0-175 0-174 -0-002 -1.0% 0-000
Volume 1,261 2,128 867 68.8% 13,093
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 116-257 116-213 116-068
R3 116-187 116-143 116-049
R2 116-117 116-117 116-043
R1 116-073 116-073 116-036 116-060
PP 116-047 116-047 116-047 116-040
S1 116-003 116-003 116-024 115-310
S2 115-297 115-297 116-017
S3 115-227 115-253 116-011
S4 115-157 115-183 115-312
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-203 119-067 117-077
R3 118-183 118-047 116-304
R2 117-163 117-163 116-272
R1 117-027 117-027 116-241 117-095
PP 116-143 116-143 116-143 116-178
S1 116-007 116-007 116-179 116-075
S2 115-123 115-123 116-148
S3 114-103 114-307 116-116
S4 113-083 113-287 116-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-280 115-260 1-020 0.9% 0-162 0.4% 26% False False 3,389
10 116-280 115-250 1-030 0.9% 0-142 0.4% 29% False False 2,629
20 116-280 114-000 2-280 2.5% 0-153 0.4% 73% False False 1,499
40 117-210 113-180 4-030 3.5% 0-129 0.3% 62% False False 766
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-068
2.618 116-273
1.618 116-203
1.000 116-160
0.618 116-133
HIGH 116-090
0.618 116-063
0.500 116-055
0.382 116-047
LOW 116-020
0.618 115-297
1.000 115-270
1.618 115-227
2.618 115-157
4.250 115-042
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 116-055 116-135
PP 116-047 116-100
S1 116-038 116-065

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

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