ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 114-010 114-160 0-150 0.4% 114-110
High 114-190 114-250 0-060 0.2% 115-010
Low 113-300 114-160 0-180 0.5% 114-040
Close 114-190 114-130 -0-060 -0.2% 113-290
Range 0-210 0-090 -0-120 -57.1% 0-290
ATR 0-122 0-119 -0-002 -1.9% 0-000
Volume 119 289 170 142.9% 5,707
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-130 115-060 114-180
R3 115-040 114-290 114-155
R2 114-270 114-270 114-146
R1 114-200 114-200 114-138 114-190
PP 114-180 114-180 114-180 114-175
S1 114-110 114-110 114-122 114-100
S2 114-090 114-090 114-114
S3 114-000 114-020 114-105
S4 113-230 113-250 114-080
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
5 114-250 113-150 1-100 1.1% 0-126 0.3% 71% True False 605
10 115-010 113-150 1-180 1.4% 0-103 0.3% 60% False False 1,582
20 116-020 113-150 2-190 2.3% 0-076 0.2% 36% False False 865
40 116-020 113-150 2-190 2.3% 0-040 0.1% 36% False False 468
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-312
2.618 115-166
1.618 115-076
1.000 115-020
0.618 114-306
HIGH 114-250
0.618 114-216
0.500 114-205
0.382 114-194
LOW 114-160
0.618 114-104
1.000 114-070
1.618 114-014
2.618 113-244
4.250 113-098
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 114-205 114-115
PP 114-180 114-100
S1 114-155 114-085

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

View Archives - Comment on this page... - Back to Index of Symbols