ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 115-230 115-270 0-040 0.1% 114-110
High 115-230 115-270 0-040 0.1% 115-270
Low 115-230 115-270 0-040 0.1% 114-110
Close 115-230 116-020 0-110 0.3% 116-020
Range
ATR 0-106 0-101 -0-005 -4.4% 0-000
Volume 31 31 0 0.0% 68
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-293 115-317 116-020
R3 115-293 115-317 116-020
R2 115-293 115-293 116-020
R1 115-317 115-317 116-020 115-305
PP 115-293 115-293 115-293 115-288
S1 115-317 115-317 116-020 115-305
S2 115-293 115-293 116-020
S3 115-293 115-317 116-020
S4 115-293 115-317 116-020
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-293 119-157 116-284
R3 118-133 117-317 116-152
R2 116-293 116-293 116-108
R1 116-157 116-157 116-064 116-225
PP 115-133 115-133 115-133 115-168
S1 114-317 114-317 115-296 115-065
S2 113-293 113-293 115-252
S3 112-133 113-157 115-208
S4 110-293 111-317 115-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-270 114-110 1-160 1.3% 0-000 0.0% 115% True False 13
10 115-270 114-100 1-170 1.3% 0-000 0.0% 114% True False 7
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 115-270
2.618 115-270
1.618 115-270
1.000 115-270
0.618 115-270
HIGH 115-270
0.618 115-270
0.500 115-270
0.382 115-270
LOW 115-270
0.618 115-270
1.000 115-270
1.618 115-270
2.618 115-270
4.250 115-270
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 115-317 115-285
PP 115-293 115-230
S1 115-270 115-175

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

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