ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 114-160 113-290 -0-190 -0.5% 114-110
High 114-160 113-300 -0-180 -0.5% 115-010
Low 114-040 113-150 -0-210 -0.6% 114-040
Close 113-290 113-180 -0-110 -0.3% 113-290
Range 0-120 0-150 0-030 25.0% 0-290
ATR 0-107 0-110 0-003 2.8% 0-000
Volume 586 123 -463 -79.0% 5,707
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-020 114-250 113-262
R3 114-190 114-100 113-221
R2 114-040 114-040 113-208
R1 113-270 113-270 113-194 113-240
PP 113-210 113-210 113-210 113-195
S1 113-120 113-120 113-166 113-090
S2 113-060 113-060 113-152
S3 112-230 112-290 113-139
S4 112-080 112-140 113-098
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
5 115-010 113-150 1-180 1.4% 0-108 0.3% 6% False True 640
10 115-280 113-150 2-130 2.1% 0-105 0.3% 4% False True 1,375
20 116-020 113-150 2-190 2.3% 0-062 0.2% 4% False True 817
40 116-020 113-150 2-190 2.3% 0-032 0.1% 4% False True 410
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 0-005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-298
2.618 115-053
1.618 114-223
1.000 114-130
0.618 114-073
HIGH 113-300
0.618 113-243
0.500 113-225
0.382 113-207
LOW 113-150
0.618 113-057
1.000 113-000
1.618 112-227
2.618 112-077
4.250 111-152
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 113-225 114-025
PP 113-210 113-290
S1 113-195 113-235

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

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