ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 115-100 115-087 -0-013 0.0% 115-097
High 115-150 115-102 -0-048 -0.1% 115-220
Low 115-082 114-135 -0-267 -0.7% 115-015
Close 115-100 114-182 -0-238 -0.6% 115-030
Range 0-068 0-287 0-219 322.1% 0-205
ATR 0-100 0-113 0-013 13.4% 0-000
Volume 353,261 317,874 -35,387 -10.0% 2,115,550
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-147 116-292 115-020
R3 116-180 116-005 114-261
R2 115-213 115-213 114-235
R1 115-038 115-038 114-208 114-302
PP 114-246 114-246 114-246 114-218
S1 114-071 114-071 114-156 114-015
S2 113-279 113-279 114-129
S3 112-312 113-104 114-103
S4 112-025 112-137 114-024
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
5 115-197 114-135 1-062 1.0% 0-134 0.4% 12% False True 370,995
10 115-220 114-135 1-085 1.1% 0-120 0.3% 12% False True 408,101
20 116-047 114-135 1-232 1.5% 0-117 0.3% 9% False True 411,040
40 116-047 114-135 1-232 1.5% 0-095 0.3% 9% False True 220,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 119-042
2.618 117-213
1.618 116-246
1.000 116-069
0.618 115-279
HIGH 115-102
0.618 114-312
0.500 114-278
0.382 114-245
LOW 114-135
0.618 113-278
1.000 113-168
1.618 112-311
2.618 112-024
4.250 110-195
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 114-278 114-302
PP 114-246 114-262
S1 114-214 114-222

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

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