ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 115-250 116-220 0-290 0.8% 116-180
High 116-250 116-310 0-060 0.2% 116-300
Low 115-230 116-150 0-240 0.6% 115-150
Close 116-210 116-220 0-010 0.0% 115-240
Range 1-020 0-160 -0-180 -52.9% 1-150
ATR 0-181 0-180 -0-002 -0.8% 0-000
Volume 207,037 552,666 345,629 166.9% 115,509
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-067 117-303 116-308
R3 117-227 117-143 116-264
R2 117-067 117-067 116-249
R1 116-303 116-303 116-235 116-300
PP 116-227 116-227 116-227 116-225
S1 116-143 116-143 116-205 116-140
S2 116-067 116-067 116-191
S3 115-227 115-303 116-176
S4 115-067 115-143 116-132
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
5 116-310 115-150 1-160 1.3% 0-202 0.5% 81% True False 181,960
10 116-310 115-150 1-160 1.3% 0-172 0.5% 81% True False 95,325
20 117-160 115-150 2-010 1.7% 0-172 0.5% 60% False False 49,750
40 117-160 113-180 3-300 3.4% 0-162 0.4% 79% False False 25,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-030
2.618 118-089
1.618 117-249
1.000 117-150
0.618 117-089
HIGH 116-310
0.618 116-249
0.500 116-230
0.382 116-211
LOW 116-150
0.618 116-051
1.000 115-310
1.618 115-211
2.618 115-051
4.250 114-110
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 116-230 116-178
PP 116-227 116-137
S1 116-223 116-095

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

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