ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 117-020 117-135 0-115 0.3% 116-165
High 117-145 117-310 0-165 0.4% 117-310
Low 116-290 117-085 0-115 0.3% 116-100
Close 117-140 117-290 0-150 0.4% 117-290
Range 0-175 0-225 0-050 28.6% 1-210
ATR 0-209 0-210 0-001 0.6% 0-000
Volume 1,565,336 982,373 -582,963 -37.2% 5,981,998
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-263 119-182 118-094
R3 119-038 118-277 118-032
R2 118-133 118-133 118-011
R1 118-052 118-052 117-311 118-092
PP 117-228 117-228 117-228 117-249
S1 117-147 117-147 117-269 117-188
S2 117-003 117-003 117-249
S3 116-098 116-242 117-228
S4 115-193 116-017 117-166
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 122-117 121-253 118-262
R3 120-227 120-043 118-116
R2 119-017 119-017 118-067
R1 118-153 118-153 118-019 118-245
PP 117-127 117-127 117-127 117-172
S1 116-263 116-263 117-241 117-035
S2 115-237 115-237 117-193
S3 114-027 115-053 117-144
S4 112-137 113-163 116-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-310 116-100 1-210 1.4% 0-254 0.7% 96% True False 1,196,399
10 117-310 116-100 1-210 1.4% 0-220 0.6% 96% True False 1,107,200
20 117-310 114-265 3-045 2.7% 0-203 0.5% 98% True False 1,001,038
40 117-310 114-265 3-045 2.7% 0-188 0.5% 98% True False 925,426
60 117-310 114-265 3-045 2.7% 0-179 0.5% 98% True False 709,664
80 117-310 114-000 3-310 3.4% 0-175 0.5% 98% True False 532,680
100 117-310 113-180 4-130 3.7% 0-162 0.4% 99% True False 426,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-306
2.618 119-259
1.618 119-034
1.000 118-215
0.618 118-129
HIGH 117-310
0.618 117-224
0.500 117-198
0.382 117-171
LOW 117-085
0.618 116-266
1.000 116-180
1.618 116-041
2.618 115-136
4.250 114-089
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 117-259 117-240
PP 117-228 117-190
S1 117-198 117-140

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

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