ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 114-242 114-255 0-013 0.0% 114-077
High 114-317 114-292 -0-025 -0.1% 114-250
Low 114-217 114-217 0-000 0.0% 113-280
Close 114-277 114-235 -0-042 -0.1% 114-160
Range 0-100 0-075 -0-025 -25.0% 0-290
ATR 0-120 0-116 -0-003 -2.7% 0-000
Volume 396,741 495,610 98,869 24.9% 1,987,432
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-153 115-109 114-276
R3 115-078 115-034 114-256
R2 115-003 115-003 114-249
R1 114-279 114-279 114-242 114-264
PP 114-248 114-248 114-248 114-240
S1 114-204 114-204 114-228 114-188
S2 114-173 114-173 114-221
S3 114-098 114-129 114-214
S4 114-023 114-054 114-194
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
5 114-317 114-100 0-217 0.6% 0-105 0.3% 62% False False 437,387
10 114-317 113-280 1-037 1.0% 0-110 0.3% 77% False False 408,528
20 115-202 113-280 1-242 1.5% 0-112 0.3% 49% False False 426,204
40 116-047 113-280 2-087 2.0% 0-115 0.3% 38% False False 375,716
60 116-047 113-280 2-087 2.0% 0-089 0.2% 38% False False 250,935
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-291
2.618 115-168
1.618 115-093
1.000 115-047
0.618 115-018
HIGH 114-292
0.618 114-263
0.500 114-254
0.382 114-246
LOW 114-217
0.618 114-171
1.000 114-142
1.618 114-096
2.618 114-021
4.250 113-218
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 114-254 114-226
PP 114-248 114-217
S1 114-242 114-208

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

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