ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 114-122 114-242 0-120 0.3% 114-077
High 114-265 114-317 0-052 0.1% 114-250
Low 114-100 114-217 0-117 0.3% 113-280
Close 114-237 114-277 0-040 0.1% 114-160
Range 0-165 0-100 -0-065 -39.4% 0-290
ATR 0-121 0-120 -0-002 -1.2% 0-000
Volume 331,319 396,741 65,422 19.7% 1,987,432
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-250 115-204 115-012
R3 115-150 115-104 114-304
R2 115-050 115-050 114-295
R1 115-004 115-004 114-286 115-027
PP 114-270 114-270 114-270 114-282
S1 114-224 114-224 114-268 114-247
S2 114-170 114-170 114-259
S3 114-070 114-124 114-250
S4 113-290 114-024 114-222
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
5 114-317 114-050 0-267 0.7% 0-122 0.3% 85% True False 433,531
10 114-317 113-280 1-037 1.0% 0-110 0.3% 89% True False 388,762
20 115-220 113-280 1-260 1.6% 0-116 0.3% 55% False False 416,247
40 116-047 113-280 2-087 2.0% 0-116 0.3% 44% False False 363,459
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-102
2.618 115-259
1.618 115-159
1.000 115-097
0.618 115-059
HIGH 114-317
0.618 114-279
0.500 114-267
0.382 114-255
LOW 114-217
0.618 114-155
1.000 114-117
1.618 114-055
2.618 113-275
4.250 113-112
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 114-274 114-254
PP 114-270 114-231
S1 114-267 114-208

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

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