ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 115-230 116-020 0-110 0.3% 114-110
High 115-240 116-020 0-100 0.3% 115-270
Low 115-230 116-020 0-110 0.3% 114-110
Close 115-300 116-020 0-040 0.1% 116-020
Range 0-010 0-000 -0-010 -100.0% 1-160
ATR 0-088 0-084 -0-003 -3.9% 0-000
Volume 1 2 1 100.0% 68
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-020 116-020 116-020
R3 116-020 116-020 116-020
R2 116-020 116-020 116-020
R1 116-020 116-020 116-020 116-020
PP 116-020 116-020 116-020 116-020
S1 116-020 116-020 116-020 116-020
S2 116-020 116-020 116-020
S3 116-020 116-020 116-020
S4 116-020 116-020 116-020
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
5 116-020 115-230 0-110 0.3% 0-002 0.0% 100% True False 7
10 116-020 114-100 1-240 1.5% 0-001 0.0% 100% True False 7
20 116-020 114-100 1-240 1.5% 0-000 0.0% 100% True False 4
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-020
2.618 116-020
1.618 116-020
1.000 116-020
0.618 116-020
HIGH 116-020
0.618 116-020
0.500 116-020
0.382 116-020
LOW 116-020
0.618 116-020
1.000 116-020
1.618 116-020
2.618 116-020
4.250 116-020
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 116-020 116-002
PP 116-020 115-303
S1 116-020 115-285

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

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