ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 115-210 115-240 0-030 0.1% 116-180
High 115-300 115-280 -0-020 -0.1% 116-300
Low 115-150 115-200 0-050 0.1% 115-150
Close 115-240 115-250 0-010 0.0% 115-240
Range 0-150 0-080 -0-070 -46.7% 1-150
ATR 0-176 0-169 -0-007 -3.9% 0-000
Volume 53,633 66,748 13,115 24.5% 115,509
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 116-163 116-127 115-294
R3 116-083 116-047 115-272
R2 116-003 116-003 115-265
R1 115-287 115-287 115-257 115-305
PP 115-243 115-243 115-243 115-252
S1 115-207 115-207 115-243 115-225
S2 115-163 115-163 115-235
S3 115-083 115-127 115-228
S4 115-003 115-047 115-206
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-147 119-183 116-178
R3 118-317 118-033 116-049
R2 117-167 117-167 116-006
R1 116-203 116-203 115-283 116-110
PP 116-017 116-017 116-017 115-290
S1 115-053 115-053 115-197 114-280
S2 114-187 114-187 115-154
S3 113-037 113-223 115-111
S4 111-207 112-073 114-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-300 115-150 1-150 1.3% 0-182 0.5% 21% False False 35,055
10 117-030 115-150 1-200 1.4% 0-152 0.4% 19% False False 19,799
20 117-160 115-150 2-010 1.8% 0-161 0.4% 15% False False 11,939
40 117-160 113-180 3-300 3.4% 0-152 0.4% 56% False False 6,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-300
2.618 116-169
1.618 116-089
1.000 116-040
0.618 116-009
HIGH 115-280
0.618 115-249
0.500 115-240
0.382 115-231
LOW 115-200
0.618 115-151
1.000 115-120
1.618 115-071
2.618 114-311
4.250 114-180
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 115-247 115-305
PP 115-243 115-287
S1 115-240 115-268

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

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