ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 115-162 115-082 -0-080 -0.2% 115-097
High 115-197 115-107 -0-090 -0.2% 115-220
Low 115-080 115-015 -0-065 -0.2% 115-015
Close 115-090 115-030 -0-060 -0.2% 115-030
Range 0-117 0-092 -0-025 -21.4% 0-205
ATR 0-103 0-102 -0-001 -0.8% 0-000
Volume 350,853 433,136 82,283 23.5% 2,115,550
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-007 115-270 115-081
R3 115-235 115-178 115-055
R2 115-143 115-143 115-047
R1 115-086 115-086 115-038 115-068
PP 115-051 115-051 115-051 115-042
S1 114-314 114-314 115-022 114-296
S2 114-279 114-279 115-013
S3 114-187 114-222 115-005
S4 114-095 114-130 114-299
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-063 116-252 115-143
R3 116-178 116-047 115-086
R2 115-293 115-293 115-068
R1 115-162 115-162 115-049 115-125
PP 115-088 115-088 115-088 115-070
S1 114-277 114-277 115-011 114-240
S2 114-203 114-203 114-312
S3 113-318 114-072 114-294
S4 113-113 113-187 114-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-220 115-015 0-205 0.6% 0-097 0.3% 7% False True 423,110
10 115-240 114-285 0-275 0.7% 0-099 0.3% 24% False False 420,985
20 116-047 114-250 1-117 1.2% 0-111 0.3% 23% False False 383,791
40 116-047 114-200 1-167 1.3% 0-084 0.2% 31% False False 194,135
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-178
2.618 116-028
1.618 115-256
1.000 115-199
0.618 115-164
HIGH 115-107
0.618 115-072
0.500 115-061
0.382 115-050
LOW 115-015
0.618 114-278
1.000 114-243
1.618 114-186
2.618 114-094
4.250 113-264
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 115-061 115-108
PP 115-051 115-082
S1 115-040 115-056

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

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