ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 113-290 113-250 -0-040 -0.1% 114-110
High 113-300 113-300 0-000 0.0% 115-010
Low 113-150 113-240 0-090 0.2% 114-040
Close 113-180 113-250 0-070 0.2% 113-290
Range 0-150 0-060 -0-090 -60.0% 0-290
ATR 0-110 0-111 0-001 0.6% 0-000
Volume 123 1,908 1,785 1,451.2% 5,707
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-123 114-087 113-283
R3 114-063 114-027 113-266
R2 114-003 114-003 113-261
R1 113-287 113-287 113-256 113-280
PP 113-263 113-263 113-263 113-260
S1 113-227 113-227 113-244 113-220
S2 113-203 113-203 113-239
S3 113-143 113-167 113-234
S4 113-083 113-107 113-217
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% 0-112 0.3% 20% False False 849
10 115-050 113-150 1-220 1.5% 0-111 0.3% 19% False False 1,565
20 116-020 113-150 2-190 2.3% 0-063 0.2% 12% False False 911
40 116-020 113-150 2-190 2.3% 0-033 0.1% 12% False False 458
Crabel Price Patterns
NR True
NR4 False
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 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-235
2.618 114-137
1.618 114-077
1.000 114-040
0.618 114-017
HIGH 113-300
0.618 113-277
0.500 113-270
0.382 113-263
LOW 113-240
0.618 113-203
1.000 113-180
1.618 113-143
2.618 113-083
4.250 112-305
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 113-270 113-315
PP 113-263 113-293
S1 113-257 113-272

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

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