ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 115-030 114-277 -0-073 -0.2% 115-147
High 115-057 115-020 -0-037 -0.1% 115-200
Low 114-237 114-235 -0-002 0.0% 114-237
Close 114-267 114-300 0-033 0.1% 114-267
Range 0-140 0-105 -0-035 -25.0% 0-283
ATR 0-124 0-122 -0-001 -1.1% 0-000
Volume 510,950 457,496 -53,454 -10.5% 2,271,232
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-287 115-238 115-038
R3 115-182 115-133 115-009
R2 115-077 115-077 114-319
R1 115-028 115-028 114-310 115-052
PP 114-292 114-292 114-292 114-304
S1 114-243 114-243 114-290 114-268
S2 114-187 114-187 114-281
S3 114-082 114-138 114-271
S4 113-297 114-033 114-242
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-230 117-052 115-103
R3 116-267 116-089 115-025
R2 115-304 115-304 114-319
R1 115-126 115-126 114-293 115-074
PP 115-021 115-021 115-021 114-315
S1 114-163 114-163 114-241 114-110
S2 114-058 114-058 114-215
S3 113-095 113-200 114-189
S4 112-132 112-237 114-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-160 114-235 0-245 0.7% 0-119 0.3% 27% False True 426,699
10 115-200 114-210 0-310 0.8% 0-120 0.3% 29% False False 443,046
20 115-200 113-280 1-240 1.5% 0-114 0.3% 61% False False 415,954
40 116-047 113-280 2-087 2.0% 0-113 0.3% 47% False False 424,625
60 116-047 113-280 2-087 2.0% 0-106 0.3% 47% False False 309,889
Crabel Price Patterns
NR True
NR4 True
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 0-033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-146
2.618 115-295
1.618 115-190
1.000 115-125
0.618 115-085
HIGH 115-020
0.618 114-300
0.500 114-288
0.382 114-275
LOW 114-235
0.618 114-170
1.000 114-130
1.618 114-065
2.618 113-280
4.250 113-109
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 114-296 115-038
PP 114-292 115-018
S1 114-288 114-319

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

View Archives - Comment on this page... - Back to Index of Symbols