ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 114-100 114-230 0-130 0.4% 113-290
High 114-160 114-290 0-130 0.4% 114-250
Low 114-080 114-230 0-150 0.4% 113-150
Close 114-160 114-270 0-110 0.3% 114-160
Range 0-080 0-060 -0-020 -25.0% 1-100
ATR 0-117 0-118 0-001 0.8% 0-000
Volume 245 473 228 93.1% 2,684
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-123 115-097 114-303
R3 115-063 115-037 114-286
R2 115-003 115-003 114-281
R1 114-297 114-297 114-276 114-310
PP 114-263 114-263 114-263 114-270
S1 114-237 114-237 114-264 114-250
S2 114-203 114-203 114-259
S3 114-143 114-177 114-254
S4 114-083 114-117 114-237
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
5 114-290 113-240 1-050 1.0% 0-100 0.3% 95% True False 606
10 115-010 113-150 1-180 1.4% 0-104 0.3% 88% False False 623
20 116-020 113-150 2-190 2.3% 0-083 0.2% 53% False False 898
40 116-020 113-150 2-190 2.3% 0-044 0.1% 53% False False 486
Crabel Price Patterns
NR True
NR4 True
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-225
2.618 115-127
1.618 115-067
1.000 115-030
0.618 115-007
HIGH 114-290
0.618 114-267
0.500 114-260
0.382 114-253
LOW 114-230
0.618 114-193
1.000 114-170
1.618 114-133
2.618 114-073
4.250 113-295
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 114-267 114-242
PP 114-263 114-213
S1 114-260 114-185

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

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