ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 116-005 115-255 -0-070 -0.2% 115-100
High 116-090 116-000 -0-090 -0.2% 116-090
Low 115-240 115-185 -0-055 -0.1% 114-265
Close 115-260 115-290 0-030 0.1% 115-290
Range 0-170 0-135 -0-035 -20.6% 1-145
ATR 0-189 0-185 -0-004 -2.0% 0-000
Volume 1,194,194 974,637 -219,557 -18.4% 4,123,716
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-030 116-295 116-044
R3 116-215 116-160 116-007
R2 116-080 116-080 115-315
R1 116-025 116-025 115-302 116-052
PP 115-265 115-265 115-265 115-279
S1 115-210 115-210 115-278 115-238
S2 115-130 115-130 115-265
S3 114-315 115-075 115-253
S4 114-180 114-260 115-216
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 120-010 119-135 116-226
R3 118-185 117-310 116-098
R2 117-040 117-040 116-055
R1 116-165 116-165 116-013 116-262
PP 115-215 115-215 115-215 115-264
S1 115-020 115-020 115-247 115-118
S2 114-070 114-070 115-205
S3 112-245 113-195 115-162
S4 111-100 112-050 115-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-090 114-265 1-145 1.3% 0-177 0.5% 74% False False 824,743
10 116-120 114-265 1-175 1.3% 0-160 0.4% 70% False False 913,985
20 117-175 114-265 2-230 2.3% 0-179 0.5% 40% False False 871,312
40 117-225 114-265 2-280 2.5% 0-170 0.5% 38% False False 666,415
60 117-225 114-050 3-175 3.1% 0-167 0.4% 49% False False 445,284
80 117-225 113-180 4-045 3.6% 0-155 0.4% 57% False False 333,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-254
2.618 117-033
1.618 116-218
1.000 116-135
0.618 116-083
HIGH 116-000
0.618 115-268
0.500 115-252
0.382 115-237
LOW 115-185
0.618 115-102
1.000 115-050
1.618 114-287
2.618 114-152
4.250 113-251
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 115-278 115-278
PP 115-265 115-265
S1 115-252 115-252

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

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