ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 114-160 114-100 -0-060 -0.2% 113-290
High 114-250 114-160 -0-090 -0.2% 114-250
Low 114-160 114-080 -0-080 -0.2% 113-150
Close 114-130 114-160 0-030 0.1% 114-160
Range 0-090 0-080 -0-010 -11.1% 1-100
ATR 0-119 0-117 -0-003 -2.4% 0-000
Volume 289 245 -44 -15.2% 2,684
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-053 115-027 114-204
R3 114-293 114-267 114-182
R2 114-213 114-213 114-175
R1 114-187 114-187 114-167 114-200
PP 114-133 114-133 114-133 114-140
S1 114-107 114-107 114-153 114-120
S2 114-053 114-053 114-145
S3 113-293 114-027 114-138
S4 113-213 113-267 114-116
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-060 117-210 115-071
R3 116-280 116-110 114-276
R2 115-180 115-180 114-237
R1 115-010 115-010 114-198 115-095
PP 114-080 114-080 114-080 114-122
S1 113-230 113-230 114-122 113-315
S2 112-300 112-300 114-083
S3 111-200 112-130 114-044
S4 110-100 111-030 113-249
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% 0-118 0.3% 79% False False 536
10 115-010 113-150 1-180 1.4% 0-103 0.3% 66% False False 839
20 116-020 113-150 2-190 2.3% 0-080 0.2% 40% False False 877
40 116-020 113-150 2-190 2.3% 0-042 0.1% 40% False False 474
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 True
Bull Hook False
Stretch 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-180
2.618 115-049
1.618 114-289
1.000 114-240
0.618 114-209
HIGH 114-160
0.618 114-129
0.500 114-120
0.382 114-111
LOW 114-080
0.618 114-031
1.000 114-000
1.618 113-271
2.618 113-191
4.250 113-060
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 114-147 114-145
PP 114-133 114-130
S1 114-120 114-115

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

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