ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 117-015 116-270 -0-065 -0.2% 117-065
High 117-045 116-300 -0-065 -0.2% 117-225
Low 116-220 116-180 -0-040 -0.1% 116-255
Close 116-280 116-250 -0-030 -0.1% 117-015
Range 0-145 0-120 -0-025 -17.2% 0-290
ATR 0-164 0-161 -0-003 -1.9% 0-000
Volume 653,375 712,144 58,769 9.0% 3,831,040
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-283 117-227 116-316
R3 117-163 117-107 116-283
R2 117-043 117-043 116-272
R1 116-307 116-307 116-261 116-275
PP 116-243 116-243 116-243 116-228
S1 116-187 116-187 116-239 116-155
S2 116-123 116-123 116-228
S3 116-003 116-067 116-217
S4 115-203 115-267 116-184
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-288 119-122 117-174
R3 118-318 118-152 117-095
R2 118-028 118-028 117-068
R1 117-182 117-182 117-042 117-120
PP 117-058 117-058 117-058 117-028
S1 116-212 116-212 116-308 116-150
S2 116-088 116-088 116-282
S3 115-118 115-242 116-255
S4 114-148 114-272 116-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-200 116-180 1-020 0.9% 0-153 0.4% 21% False True 738,750
10 117-225 116-180 1-045 1.0% 0-144 0.4% 19% False True 751,758
20 117-225 115-150 2-075 1.9% 0-160 0.4% 59% False False 461,518
40 117-225 114-050 3-175 3.0% 0-160 0.4% 74% False False 232,270
60 117-225 113-180 4-045 3.5% 0-146 0.4% 78% False False 154,863
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 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-170
2.618 117-294
1.618 117-174
1.000 117-100
0.618 117-054
HIGH 116-300
0.618 116-254
0.500 116-240
0.382 116-226
LOW 116-180
0.618 116-106
1.000 116-060
1.618 115-306
2.618 115-186
4.250 114-310
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 116-247 116-285
PP 116-243 116-273
S1 116-240 116-262

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

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