ECBOT 5 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 114-200 114-162 -0-038 -0.1% 114-077
High 114-250 114-187 -0-063 -0.2% 114-250
Low 114-150 114-100 -0-050 -0.1% 113-280
Close 114-165 114-160 -0-005 0.0% 114-160
Range 0-100 0-087 -0-013 -13.0% 0-290
ATR 0-120 0-118 -0-002 -2.0% 0-000
Volume 509,786 453,479 -56,307 -11.0% 1,987,432
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-090 115-052 114-208
R3 115-003 114-285 114-184
R2 114-236 114-236 114-176
R1 114-198 114-198 114-168 114-174
PP 114-149 114-149 114-149 114-137
S1 114-111 114-111 114-152 114-086
S2 114-062 114-062 114-144
S3 113-295 114-024 114-136
S4 113-208 113-257 114-112
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-033 116-227 115-000
R3 116-063 115-257 114-240
R2 115-093 115-093 114-213
R1 114-287 114-287 114-187 115-030
PP 114-123 114-123 114-123 114-155
S1 113-317 113-317 114-133 114-060
S2 113-153 113-153 114-107
S3 112-183 113-027 114-080
S4 111-213 112-057 114-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-280 0-290 0.8% 0-114 0.3% 69% False False 397,486
10 114-282 113-280 1-002 0.9% 0-104 0.3% 62% False False 418,146
20 115-220 113-280 1-260 1.6% 0-114 0.3% 34% False False 432,106
40 116-047 113-280 2-087 2.0% 0-111 0.3% 28% False False 345,466
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 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-237
2.618 115-095
1.618 115-008
1.000 114-274
0.618 114-241
HIGH 114-187
0.618 114-154
0.500 114-144
0.382 114-133
LOW 114-100
0.618 114-046
1.000 114-013
1.618 113-279
2.618 113-192
4.250 113-050
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 114-154 114-157
PP 114-149 114-153
S1 114-144 114-150

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

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