ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 115-080 115-000 -0-080 -0.2% 113-290
High 115-080 115-090 0-010 0.0% 114-250
Low 115-000 114-280 -0-040 -0.1% 113-150
Close 115-060 114-290 -0-090 -0.2% 114-160
Range 0-080 0-130 0-050 62.5% 1-100
ATR 0-118 0-119 0-001 0.7% 0-000
Volume 449 582 133 29.6% 2,684
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-077 115-313 115-042
R3 115-267 115-183 115-006
R2 115-137 115-137 114-314
R1 115-053 115-053 114-302 115-030
PP 115-007 115-007 115-007 114-315
S1 114-243 114-243 114-278 114-220
S2 114-197 114-197 114-266
S3 114-067 114-113 114-254
S4 113-257 113-303 114-218
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
5 115-090 114-080 1-010 0.9% 0-088 0.2% 64% True False 407
10 115-090 113-150 1-260 1.6% 0-103 0.3% 79% True False 529
20 115-280 113-150 2-130 2.1% 0-092 0.2% 60% False False 922
40 116-020 113-150 2-190 2.3% 0-049 0.1% 55% False False 512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-002
2.618 116-110
1.618 115-300
1.000 115-220
0.618 115-170
HIGH 115-090
0.618 115-040
0.500 115-025
0.382 115-010
LOW 114-280
0.618 114-200
1.000 114-150
1.618 114-070
2.618 113-260
4.250 113-048
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 115-025 115-000
PP 115-007 114-310
S1 114-308 114-300

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

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