ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 116-220 116-220 0-000 0.0% 116-180
High 116-310 117-050 0-060 0.2% 116-300
Low 116-150 116-200 0-050 0.1% 115-150
Close 116-220 117-050 0-150 0.4% 115-240
Range 0-160 0-170 0-010 6.3% 1-150
ATR 0-180 0-179 -0-001 -0.4% 0-000
Volume 552,666 765,544 212,878 38.5% 115,509
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-183 118-127 117-144
R3 118-013 117-277 117-097
R2 117-163 117-163 117-081
R1 117-107 117-107 117-066 117-135
PP 116-313 116-313 116-313 117-008
S1 116-257 116-257 117-034 116-285
S2 116-143 116-143 117-019
S3 115-293 116-087 117-003
S4 115-123 115-237 116-276
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
5 117-050 115-150 1-220 1.4% 0-180 0.5% 100% True False 329,125
10 117-050 115-150 1-220 1.4% 0-177 0.5% 100% True False 171,279
20 117-160 115-150 2-010 1.7% 0-174 0.5% 83% False False 87,864
40 117-160 113-180 3-300 3.4% 0-164 0.4% 91% False False 44,353
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-132
2.618 118-175
1.618 118-005
1.000 117-220
0.618 117-155
HIGH 117-050
0.618 116-305
0.500 116-285
0.382 116-265
LOW 116-200
0.618 116-095
1.000 116-030
1.618 115-245
2.618 115-075
4.250 114-118
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 117-022 116-293
PP 116-313 116-217
S1 116-285 116-140

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

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