ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 113-250 114-010 0-080 0.2% 114-110
High 113-300 114-190 0-210 0.6% 115-010
Low 113-240 113-300 0-060 0.2% 114-040
Close 113-250 114-190 0-260 0.7% 113-290
Range 0-060 0-210 0-150 250.0% 0-290
ATR 0-111 0-122 0-011 9.6% 0-000
Volume 1,908 119 -1,789 -93.8% 5,707
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-110 116-040 114-306
R3 115-220 115-150 114-248
R2 115-010 115-010 114-228
R1 114-260 114-260 114-209 114-295
PP 114-120 114-120 114-120 114-138
S1 114-050 114-050 114-171 114-085
S2 113-230 113-230 114-152
S3 113-020 113-160 114-132
S4 112-130 112-270 114-074
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
5 114-220 113-150 1-070 1.1% 0-118 0.3% 92% False False 651
10 115-010 113-150 1-180 1.4% 0-114 0.3% 72% False False 1,577
20 116-020 113-150 2-190 2.3% 0-074 0.2% 43% False False 854
40 116-020 113-150 2-190 2.3% 0-038 0.1% 43% False False 461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 117-122
2.618 116-100
1.618 115-210
1.000 115-080
0.618 115-000
HIGH 114-190
0.618 114-110
0.500 114-085
0.382 114-060
LOW 113-300
0.618 113-170
1.000 113-090
1.618 112-280
2.618 112-070
4.250 111-048
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 114-155 114-130
PP 114-120 114-070
S1 114-085 114-010

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

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