ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 116-100 116-180 0-080 0.2% 117-070
High 116-250 116-190 -0-060 -0.2% 117-090
Low 116-100 116-150 0-050 0.1% 116-040
Close 116-200 116-150 -0-050 -0.1% 116-200
Range 0-150 0-040 -0-110 -73.3% 1-050
ATR 0-172 0-163 -0-009 -5.1% 0-000
Volume 5,287 6,979 1,692 32.0% 28,036
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 116-283 116-257 116-172
R3 116-243 116-217 116-161
R2 116-203 116-203 116-157
R1 116-177 116-177 116-154 116-170
PP 116-163 116-163 116-163 116-160
S1 116-137 116-137 116-146 116-130
S2 116-123 116-123 116-143
S3 116-083 116-097 116-139
S4 116-043 116-057 116-128
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
5 117-030 116-040 0-310 0.8% 0-122 0.3% 35% False False 4,543
10 117-160 116-020 1-140 1.2% 0-142 0.4% 28% False False 4,647
20 117-160 115-160 2-000 1.7% 0-144 0.4% 48% False False 3,536
40 117-160 113-180 3-300 3.4% 0-134 0.4% 74% False False 1,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 117-040
2.618 116-295
1.618 116-255
1.000 116-230
0.618 116-215
HIGH 116-190
0.618 116-175
0.500 116-170
0.382 116-165
LOW 116-150
0.618 116-125
1.000 116-110
1.618 116-085
2.618 116-045
4.250 115-300
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 116-170 116-148
PP 116-163 116-147
S1 116-157 116-145

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

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