ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 115-295 115-285 -0-010 0.0% 116-300
High 116-025 116-010 -0-015 0.0% 117-150
Low 115-220 115-200 -0-020 -0.1% 115-090
Close 115-300 115-300 0-000 0.0% 115-305
Range 0-125 0-130 0-005 4.0% 2-060
ATR 0-179 0-176 -0-004 -2.0% 0-000
Volume 944,486 693,670 -250,816 -26.6% 5,175,245
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-027 116-293 116-052
R3 116-217 116-163 116-016
R2 116-087 116-087 116-004
R1 116-033 116-033 115-312 116-060
PP 115-277 115-277 115-277 115-290
S1 115-223 115-223 115-288 115-250
S2 115-147 115-147 115-276
S3 115-017 115-093 115-264
S4 114-207 114-283 115-228
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
5 117-095 115-090 2-005 1.7% 0-231 0.6% 33% False False 1,096,540
10 117-175 115-090 2-085 2.0% 0-182 0.5% 29% False False 910,540
20 117-225 115-090 2-135 2.1% 0-172 0.5% 27% False False 829,887
40 117-225 115-090 2-135 2.1% 0-168 0.5% 27% False False 519,206
60 117-225 114-000 3-225 3.2% 0-164 0.4% 52% False False 346,602
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-242
2.618 117-030
1.618 116-220
1.000 116-140
0.618 116-090
HIGH 116-010
0.618 115-280
0.500 115-265
0.382 115-250
LOW 115-200
0.618 115-120
1.000 115-070
1.618 114-310
2.618 114-180
4.250 113-288
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 115-288 115-285
PP 115-277 115-270
S1 115-265 115-255

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

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