ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 115-087 114-165 -0-242 -0.7% 115-097
High 115-102 114-207 -0-215 -0.6% 115-220
Low 114-135 114-072 -0-063 -0.2% 115-015
Close 114-182 114-127 -0-055 -0.2% 115-030
Range 0-287 0-135 -0-152 -53.0% 0-205
ATR 0-113 0-115 0-002 1.4% 0-000
Volume 317,874 814,547 496,673 156.2% 2,115,550
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-220 115-149 114-201
R3 115-085 115-014 114-164
R2 114-270 114-270 114-152
R1 114-199 114-199 114-139 114-167
PP 114-135 114-135 114-135 114-120
S1 114-064 114-064 114-115 114-032
S2 114-000 114-000 114-102
S3 113-185 113-249 114-090
S4 113-050 113-114 114-053
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
5 115-150 114-072 1-078 1.1% 0-137 0.4% 14% False True 463,734
10 115-220 114-072 1-148 1.3% 0-124 0.3% 12% False True 446,066
20 116-047 114-072 1-295 1.7% 0-112 0.3% 9% False True 424,839
40 116-047 114-072 1-295 1.7% 0-099 0.3% 9% False True 241,260
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-141
2.618 115-240
1.618 115-105
1.000 115-022
0.618 114-290
HIGH 114-207
0.618 114-155
0.500 114-140
0.382 114-124
LOW 114-072
0.618 113-309
1.000 113-257
1.618 113-174
2.618 113-039
4.250 112-138
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 114-140 114-271
PP 114-135 114-223
S1 114-131 114-175

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

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