ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 115-240 115-250 0-010 0.0% 116-180
High 115-280 116-250 0-290 0.8% 116-300
Low 115-200 115-230 0-030 0.1% 115-150
Close 115-250 116-210 0-280 0.8% 115-240
Range 0-080 1-020 0-260 325.0% 1-150
ATR 0-169 0-181 0-012 7.2% 0-000
Volume 66,748 207,037 140,289 210.2% 115,509
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-183 119-057 117-077
R3 118-163 118-037 116-304
R2 117-143 117-143 116-272
R1 117-017 117-017 116-241 117-080
PP 116-123 116-123 116-123 116-155
S1 115-317 115-317 116-179 116-060
S2 115-103 115-103 116-148
S3 114-083 114-297 116-116
S4 113-063 113-277 116-023
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
5 116-260 115-150 1-110 1.2% 0-214 0.6% 88% False False 75,067
10 116-300 115-150 1-150 1.3% 0-174 0.5% 81% False False 40,320
20 117-160 115-150 2-010 1.7% 0-174 0.5% 58% False False 22,263
40 117-160 113-180 3-300 3.4% 0-161 0.4% 79% False False 11,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 121-095
2.618 119-180
1.618 118-160
1.000 117-270
0.618 117-140
HIGH 116-250
0.618 116-120
0.500 116-080
0.382 116-040
LOW 115-230
0.618 115-020
1.000 114-210
1.618 114-000
2.618 112-300
4.250 111-065
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 116-167 116-153
PP 116-123 116-097
S1 116-080 116-040

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

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