ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 115-300 115-230 -0-070 -0.2% 114-110
High 115-300 115-240 -0-060 -0.2% 115-270
Low 115-300 115-230 -0-070 -0.2% 114-110
Close 115-300 115-300 0-000 0.0% 116-020
Range 0-000 0-010 0-010 1-160
ATR 0-089 0-088 -0-001 -1.5% 0-000
Volume 1 1 0 0.0% 68
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-287 115-303 115-306
R3 115-277 115-293 115-303
R2 115-267 115-267 115-302
R1 115-283 115-283 115-301 115-275
PP 115-257 115-257 115-257 115-252
S1 115-273 115-273 115-299 115-265
S2 115-247 115-247 115-298
S3 115-237 115-263 115-297
S4 115-227 115-253 115-294
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
5 116-000 115-230 0-090 0.2% 0-002 0.0% 78% False True 13
10 116-000 114-100 1-220 1.5% 0-001 0.0% 96% False False 7
20 116-000 114-100 1-220 1.5% 0-000 0.0% 96% False False 4
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 0-000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 115-282
2.618 115-266
1.618 115-256
1.000 115-250
0.618 115-246
HIGH 115-240
0.618 115-236
0.500 115-235
0.382 115-234
LOW 115-230
0.618 115-224
1.000 115-220
1.618 115-214
2.618 115-204
4.250 115-188
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 115-278 115-292
PP 115-257 115-283
S1 115-235 115-275

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

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