ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 116-220 117-050 0-150 0.4% 115-240
High 117-050 117-170 0-120 0.3% 117-170
Low 116-200 117-030 0-150 0.4% 115-200
Close 117-050 117-160 0-110 0.3% 117-160
Range 0-170 0-140 -0-030 -17.6% 1-290
ATR 0-179 0-176 -0-003 -1.6% 0-000
Volume 765,544 877,243 111,699 14.6% 2,469,238
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-220 118-170 117-237
R3 118-080 118-030 117-198
R2 117-260 117-260 117-186
R1 117-210 117-210 117-173 117-235
PP 117-120 117-120 117-120 117-132
S1 117-070 117-070 117-147 117-095
S2 116-300 116-300 117-134
S3 116-160 116-250 117-122
S4 116-020 116-110 117-083
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 122-193 121-307 118-176
R3 120-223 120-017 118-008
R2 118-253 118-253 117-272
R1 118-047 118-047 117-216 118-150
PP 116-283 116-283 116-283 117-015
S1 116-077 116-077 117-104 116-180
S2 114-313 114-313 117-048
S3 113-023 114-107 116-312
S4 111-053 112-137 116-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-170 115-200 1-290 1.6% 0-178 0.5% 98% True False 493,847
10 117-170 115-150 2-020 1.8% 0-176 0.5% 98% True False 258,474
20 117-170 115-150 2-020 1.8% 0-165 0.4% 98% True False 131,492
40 117-170 113-180 3-310 3.4% 0-166 0.4% 99% True False 66,283
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-125
2.618 118-217
1.618 118-077
1.000 117-310
0.618 117-257
HIGH 117-170
0.618 117-117
0.500 117-100
0.382 117-083
LOW 117-030
0.618 116-263
1.000 116-210
1.618 116-123
2.618 115-303
4.250 115-075
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 117-140 117-107
PP 117-120 117-053
S1 117-100 117-000

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

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