ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 02-Apr-2010 Change Change % Previous Week
Open 114-220 114-160 -0-060 -0.2% 114-110
High 114-220 114-160 -0-060 -0.2% 115-010
Low 114-170 114-040 -0-130 -0.4% 114-040
Close 114-200 113-290 -0-230 -0.6% 113-290
Range 0-050 0-120 0-070 140.0% 0-290
ATR 0-103 0-107 0-004 3.9% 0-000
Volume 520 586 66 12.7% 5,707
Daily Pivots for day following 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-097 114-313 114-036
R3 114-297 114-193 114-003
R2 114-177 114-177 113-312
R1 114-073 114-073 113-301 114-065
PP 114-057 114-057 114-057 114-052
S1 113-273 113-273 113-279 113-265
S2 113-257 113-257 113-268
S3 113-137 113-153 113-257
S4 113-017 113-033 113-224
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-023 116-127 114-130
R3 116-053 115-157 114-050
R2 115-083 115-083 114-023
R1 114-187 114-187 113-317 114-150
PP 114-113 114-113 114-113 114-095
S1 113-217 113-217 113-263 113-180
S2 113-143 113-143 113-237
S3 112-173 112-247 113-210
S4 111-203 111-277 113-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-010 114-040 0-290 0.8% 0-088 0.2% -24% False True 1,141
10 115-280 114-000 1-280 1.6% 0-090 0.2% -5% False False 1,385
20 116-020 114-000 2-020 1.8% 0-055 0.2% -5% False False 811
40 116-020 114-000 2-020 1.8% 0-028 0.1% -5% False False 407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-030
2.618 115-154
1.618 115-034
1.000 114-280
0.618 114-234
HIGH 114-160
0.618 114-114
0.500 114-100
0.382 114-086
LOW 114-040
0.618 113-286
1.000 113-240
1.618 113-166
2.618 113-046
4.250 112-170
Fisher Pivots for day following 02-Apr-2010
Pivot 1 day 3 day
R1 114-100 114-185
PP 114-057 114-113
S1 114-013 114-042

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

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