ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 117-135 117-260 0-125 0.3% 116-165
High 117-310 117-260 -0-050 -0.1% 117-310
Low 117-085 117-140 0-055 0.1% 116-100
Close 117-290 117-155 -0-135 -0.4% 117-290
Range 0-225 0-120 -0-105 -46.7% 1-210
ATR 0-210 0-205 -0-004 -2.0% 0-000
Volume 982,373 1,132,647 150,274 15.3% 5,981,998
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 118-225 118-150 117-221
R3 118-105 118-030 117-188
R2 117-305 117-305 117-177
R1 117-230 117-230 117-166 117-208
PP 117-185 117-185 117-185 117-174
S1 117-110 117-110 117-144 117-088
S2 117-065 117-065 117-133
S3 116-265 116-310 117-122
S4 116-145 116-190 117-089
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
5 117-310 116-195 1-115 1.2% 0-246 0.7% 64% False False 1,206,620
10 117-310 116-100 1-210 1.4% 0-212 0.6% 71% False False 1,079,180
20 117-310 115-010 2-300 2.5% 0-200 0.5% 84% False False 1,040,324
40 117-310 114-265 3-045 2.7% 0-184 0.5% 85% False False 931,631
60 117-310 114-265 3-045 2.7% 0-176 0.5% 85% False False 728,484
80 117-310 114-040 3-270 3.3% 0-174 0.5% 87% False False 546,838
100 117-310 113-180 4-130 3.8% 0-161 0.4% 89% False False 437,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-130
2.618 118-254
1.618 118-134
1.000 118-060
0.618 118-014
HIGH 117-260
0.618 117-214
0.500 117-200
0.382 117-186
LOW 117-140
0.618 117-066
1.000 117-020
1.618 116-266
2.618 116-146
4.250 115-270
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 117-200 117-150
PP 117-185 117-145
S1 117-170 117-140

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

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