ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 115-070 114-220 -0-170 -0.5% 115-130
High 115-100 114-300 -0-120 -0.3% 115-200
Low 114-250 114-200 -0-050 -0.1% 114-200
Close 114-300 114-260 -0-040 -0.1% 114-260
Range 0-170 0-100 -0-070 -41.2% 1-000
ATR 0-083 0-085 0-001 1.4% 0-000
Volume 11,559 41,868 30,309 262.2% 72,844
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-233 115-187 114-315
R3 115-133 115-087 114-288
R2 115-033 115-033 114-278
R1 114-307 114-307 114-269 115-010
PP 114-253 114-253 114-253 114-265
S1 114-207 114-207 114-251 114-230
S2 114-153 114-153 114-242
S3 114-053 114-107 114-232
S4 113-273 114-007 114-205
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-007 117-133 115-116
R3 117-007 116-133 115-028
R2 116-007 116-007 114-319
R1 115-133 115-133 114-289 115-070
PP 115-007 115-007 115-007 114-295
S1 114-133 114-133 114-231 114-070
S2 114-007 114-007 114-201
S3 113-007 113-133 114-172
S4 112-007 112-133 114-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-200 114-200 1-000 0.9% 0-108 0.3% 19% False True 14,568
10 115-260 114-200 1-060 1.0% 0-088 0.2% 16% False True 7,967
20 115-260 114-200 1-060 1.0% 0-058 0.2% 16% False True 4,480
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 0-013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-085
2.618 115-242
1.618 115-142
1.000 115-080
0.618 115-042
HIGH 114-300
0.618 114-262
0.500 114-250
0.382 114-238
LOW 114-200
0.618 114-138
1.000 114-100
1.618 114-038
2.618 113-258
4.250 113-095
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 114-257 115-025
PP 114-253 114-317
S1 114-250 114-288

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

View Archives - Comment on this page... - Back to Index of Symbols