ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 115-000 115-000 0-000 0.0% 113-290
High 115-090 115-040 -0-050 -0.1% 114-250
Low 114-280 114-260 -0-020 -0.1% 113-150
Close 114-290 115-000 0-030 0.1% 114-160
Range 0-130 0-100 -0-030 -23.1% 1-100
ATR 0-119 0-118 -0-001 -1.2% 0-000
Volume 582 1,013 431 74.1% 2,684
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-293 115-247 115-055
R3 115-193 115-147 115-028
R2 115-093 115-093 115-018
R1 115-047 115-047 115-009 115-050
PP 114-313 114-313 114-313 114-315
S1 114-267 114-267 114-311 114-270
S2 114-213 114-213 114-302
S3 114-113 114-167 114-292
S4 114-013 114-067 114-265
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% 0-090 0.2% 73% False False 552
10 115-090 113-150 1-260 1.6% 0-108 0.3% 84% False False 578
20 115-280 113-150 2-130 2.1% 0-093 0.3% 64% False False 960
40 116-020 113-150 2-190 2.3% 0-052 0.1% 59% False False 537
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-145
2.618 115-302
1.618 115-202
1.000 115-140
0.618 115-102
HIGH 115-040
0.618 115-002
0.500 114-310
0.382 114-298
LOW 114-260
0.618 114-198
1.000 114-160
1.618 114-098
2.618 113-318
4.250 113-155
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 114-317 115-015
PP 114-313 115-010
S1 114-310 115-005

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

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