ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 114-110 114-150 0-040 0.1% 115-240
High 114-160 114-160 0-000 0.0% 115-280
Low 114-110 114-120 0-010 0.0% 114-000
Close 114-160 114-160 0-000 0.0% 114-160
Range 0-050 0-040 -0-010 -20.0% 1-280
ATR 0-103 0-098 -0-004 -4.4% 0-000
Volume 2,629 861 -1,768 -67.2% 8,147
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 114-267 114-253 114-182
R3 114-227 114-213 114-171
R2 114-187 114-187 114-167
R1 114-173 114-173 114-164 114-180
PP 114-147 114-147 114-147 114-150
S1 114-133 114-133 114-156 114-140
S2 114-107 114-107 114-153
S3 114-067 114-093 114-149
S4 114-027 114-053 114-138
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-133 119-107 115-170
R3 118-173 117-147 115-005
R2 116-213 116-213 114-270
R1 115-187 115-187 114-215 115-060
PP 114-253 114-253 114-253 114-190
S1 113-227 113-227 114-105 113-100
S2 112-293 112-293 114-050
S3 111-013 111-267 113-315
S4 109-053 109-307 113-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-050 114-000 1-050 1.0% 0-110 0.3% 43% False False 2,281
10 116-020 114-000 2-020 1.8% 0-066 0.2% 24% False False 1,229
20 116-020 114-000 2-020 1.8% 0-038 0.1% 24% False False 700
40 116-020 114-000 2-020 1.8% 0-019 0.1% 24% False False 352
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-010
2.618 114-265
1.618 114-225
1.000 114-200
0.618 114-185
HIGH 114-160
0.618 114-145
0.500 114-140
0.382 114-135
LOW 114-120
0.618 114-095
1.000 114-080
1.618 114-055
2.618 114-015
4.250 113-270
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 114-153 114-150
PP 114-147 114-140
S1 114-140 114-130

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

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