ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 114-150 114-220 0-070 0.2% 115-240
High 115-010 114-220 -0-110 -0.3% 115-280
Low 114-150 114-170 0-020 0.1% 114-000
Close 114-260 114-200 -0-060 -0.2% 114-160
Range 0-180 0-050 -0-130 -72.2% 1-280
ATR 0-104 0-103 -0-001 -1.0% 0-000
Volume 1,111 520 -591 -53.2% 8,147
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-027 115-003 114-228
R3 114-297 114-273 114-214
R2 114-247 114-247 114-209
R1 114-223 114-223 114-205 114-210
PP 114-197 114-197 114-197 114-190
S1 114-173 114-173 114-195 114-160
S2 114-147 114-147 114-191
S3 114-097 114-123 114-186
S4 114-047 114-073 114-172
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-133 119-107 115-170
R3 118-173 117-147 115-005
R2 116-213 116-213 114-270
R1 115-187 115-187 114-215 115-060
PP 114-253 114-253 114-253 114-190
S1 113-227 113-227 114-105 113-100
S2 112-293 112-293 114-050
S3 111-013 111-267 113-315
S4 109-053 109-307 113-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-010 114-090 0-240 0.7% 0-080 0.2% 46% False False 2,560
10 115-280 114-000 1-280 1.6% 0-078 0.2% 33% False False 1,343
20 116-020 114-000 2-020 1.8% 0-049 0.1% 30% False False 781
40 116-020 114-000 2-020 1.8% 0-025 0.1% 30% False False 393
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-112
2.618 115-031
1.618 114-301
1.000 114-270
0.618 114-251
HIGH 114-220
0.618 114-201
0.500 114-195
0.382 114-189
LOW 114-170
0.618 114-139
1.000 114-120
1.618 114-089
2.618 114-039
4.250 113-278
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 114-198 114-225
PP 114-197 114-217
S1 114-195 114-208

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

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