ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 117-050 117-065 0-015 0.0% 115-240
High 117-170 117-160 -0-010 0.0% 117-170
Low 117-030 117-050 0-020 0.1% 115-200
Close 117-160 117-125 -0-035 -0.1% 117-160
Range 0-140 0-110 -0-030 -21.4% 1-290
ATR 0-176 0-171 -0-005 -2.7% 0-000
Volume 877,243 878,696 1,453 0.2% 2,469,238
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-122 118-073 117-186
R3 118-012 117-283 117-155
R2 117-222 117-222 117-145
R1 117-173 117-173 117-135 117-198
PP 117-112 117-112 117-112 117-124
S1 117-063 117-063 117-115 117-088
S2 117-002 117-002 117-105
S3 116-212 116-273 117-095
S4 116-102 116-163 117-064
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
5 117-170 115-230 1-260 1.5% 0-184 0.5% 92% False False 656,237
10 117-170 115-150 2-020 1.8% 0-183 0.5% 93% False False 345,646
20 117-170 115-150 2-020 1.8% 0-162 0.4% 93% False False 175,146
40 117-170 113-210 3-280 3.3% 0-162 0.4% 96% False False 88,250
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 0-036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-308
2.618 118-128
1.618 118-018
1.000 117-270
0.618 117-228
HIGH 117-160
0.618 117-118
0.500 117-105
0.382 117-092
LOW 117-050
0.618 116-302
1.000 116-260
1.618 116-192
2.618 116-082
4.250 115-222
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 117-118 117-092
PP 117-112 117-058
S1 117-105 117-025

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

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