ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 116-000 115-235 -0-085 -0.2% 116-300
High 116-050 116-015 -0-035 -0.1% 117-150
Low 115-090 115-165 0-075 0.2% 115-090
Close 115-175 115-305 0-130 0.4% 115-305
Range 0-280 0-170 -0-110 -39.3% 2-060
ATR 0-184 0-183 -0-001 -0.6% 0-000
Volume 1,676,497 1,580,377 -96,120 -5.7% 5,175,245
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-138 117-072 116-078
R3 116-288 116-222 116-032
R2 116-118 116-118 116-016
R1 116-052 116-052 116-001 116-085
PP 115-268 115-268 115-268 115-285
S1 115-202 115-202 115-289 115-235
S2 115-098 115-098 115-274
S3 114-248 115-032 115-258
S4 114-078 114-182 115-212
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 122-255 121-180 117-050
R3 120-195 119-120 116-178
R2 118-135 118-135 116-113
R1 117-060 117-060 116-049 116-228
PP 116-075 116-075 116-075 115-319
S1 115-000 115-000 115-241 114-168
S2 114-015 114-015 115-177
S3 111-275 112-260 115-112
S4 109-215 110-200 114-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 115-090 2-060 1.9% 0-228 0.6% 31% False False 1,035,049
10 117-175 115-090 2-085 2.0% 0-190 0.5% 30% False False 910,292
20 117-225 115-090 2-135 2.1% 0-172 0.5% 28% False False 825,355
40 117-225 115-090 2-135 2.1% 0-168 0.5% 28% False False 478,423
60 117-225 113-180 4-045 3.6% 0-168 0.5% 58% False False 319,307
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-098
2.618 117-140
1.618 116-290
1.000 116-185
0.618 116-120
HIGH 116-015
0.618 115-270
0.500 115-250
0.382 115-230
LOW 115-165
0.618 115-060
1.000 114-315
1.618 114-210
2.618 114-040
4.250 113-082
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 115-287 116-092
PP 115-268 116-057
S1 115-250 116-021

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

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