ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 114-057 114-200 0-143 0.4% 114-210
High 114-207 114-250 0-043 0.1% 114-282
Low 114-050 114-150 0-100 0.3% 114-155
Close 114-192 114-165 -0-027 -0.1% 114-232
Range 0-157 0-100 -0-057 -36.3% 0-127
ATR 0-122 0-120 -0-002 -1.3% 0-000
Volume 476,331 509,786 33,455 7.0% 1,569,877
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-168 115-107 114-220
R3 115-068 115-007 114-192
R2 114-288 114-288 114-183
R1 114-227 114-227 114-174 114-208
PP 114-188 114-188 114-188 114-179
S1 114-127 114-127 114-156 114-108
S2 114-088 114-088 114-147
S3 113-308 114-027 114-138
S4 113-208 113-247 114-110
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-284 115-225 114-302
R3 115-157 115-098 114-267
R2 115-030 115-030 114-255
R1 114-291 114-291 114-244 115-000
PP 114-223 114-223 114-223 114-238
S1 114-164 114-164 114-220 114-194
S2 114-096 114-096 114-209
S3 113-289 114-037 114-197
S4 113-162 113-230 114-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-282 113-280 1-002 0.9% 0-112 0.3% 64% False False 406,107
10 114-282 113-280 1-002 0.9% 0-109 0.3% 64% False False 454,253
20 115-220 113-280 1-260 1.6% 0-114 0.3% 35% False False 431,177
40 116-047 113-280 2-087 2.0% 0-111 0.3% 28% False False 334,157
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-035
2.618 115-192
1.618 115-092
1.000 115-030
0.618 114-312
HIGH 114-250
0.618 114-212
0.500 114-200
0.382 114-188
LOW 114-150
0.618 114-088
1.000 114-050
1.618 113-308
2.618 113-208
4.250 113-045
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 114-200 114-150
PP 114-188 114-135
S1 114-177 114-120

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

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