ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 114-230 115-080 0-170 0.5% 113-290
High 114-290 115-080 0-110 0.3% 114-250
Low 114-230 115-000 0-090 0.2% 113-150
Close 114-270 115-060 0-110 0.3% 114-160
Range 0-060 0-080 0-020 33.3% 1-100
ATR 0-118 0-118 0-001 0.8% 0-000
Volume 473 449 -24 -5.1% 2,684
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-287 115-253 115-104
R3 115-207 115-173 115-082
R2 115-127 115-127 115-075
R1 115-093 115-093 115-067 115-070
PP 115-047 115-047 115-047 115-035
S1 115-013 115-013 115-053 114-310
S2 114-287 114-287 115-045
S3 114-207 114-253 115-038
S4 114-127 114-173 115-016
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
5 115-080 113-300 1-100 1.1% 0-104 0.3% 95% True False 315
10 115-080 113-150 1-250 1.5% 0-108 0.3% 96% True False 582
20 116-020 113-150 2-190 2.3% 0-087 0.2% 66% False False 906
40 116-020 113-150 2-190 2.3% 0-046 0.1% 66% False False 497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-100
2.618 115-289
1.618 115-209
1.000 115-160
0.618 115-129
HIGH 115-080
0.618 115-049
0.500 115-040
0.382 115-031
LOW 115-000
0.618 114-271
1.000 114-240
1.618 114-191
2.618 114-111
4.250 113-300
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 115-053 115-013
PP 115-047 114-287
S1 115-040 114-240

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

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