ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 116-140 116-100 -0-040 -0.1% 117-070
High 116-160 116-250 0-090 0.2% 117-090
Low 116-040 116-100 0-060 0.2% 116-040
Close 116-100 116-200 0-100 0.3% 116-200
Range 0-120 0-150 0-030 25.0% 1-050
ATR 0-174 0-172 -0-002 -1.0% 0-000
Volume 6,009 5,287 -722 -12.0% 28,036
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 117-313 117-247 116-282
R3 117-163 117-097 116-241
R2 117-013 117-013 116-228
R1 116-267 116-267 116-214 116-300
PP 116-183 116-183 116-183 116-200
S1 116-117 116-117 116-186 116-150
S2 116-033 116-033 116-172
S3 115-203 115-287 116-159
S4 115-053 115-137 116-118
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-047 119-173 117-084
R3 118-317 118-123 116-302
R2 117-267 117-267 116-268
R1 117-073 117-073 116-234 116-305
PP 116-217 116-217 116-217 116-172
S1 116-023 116-023 116-166 115-255
S2 115-167 115-167 116-132
S3 114-117 114-293 116-098
S4 113-067 113-243 115-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-090 116-040 1-050 1.0% 0-128 0.3% 43% False False 5,607
10 117-160 116-020 1-140 1.2% 0-154 0.4% 39% False False 4,510
20 117-160 115-070 2-090 2.0% 0-150 0.4% 62% False False 3,255
40 117-160 113-180 3-300 3.4% 0-135 0.4% 78% False False 1,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-248
2.618 118-003
1.618 117-173
1.000 117-080
0.618 117-023
HIGH 116-250
0.618 116-193
0.500 116-175
0.382 116-157
LOW 116-100
0.618 116-007
1.000 115-270
1.618 115-177
2.618 115-027
4.250 114-102
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 116-192 116-188
PP 116-183 116-177
S1 116-175 116-165

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

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