ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 115-000 115-040 0-040 0.1% 114-230
High 115-040 115-280 0-240 0.7% 115-280
Low 114-260 115-040 0-100 0.3% 114-230
Close 115-000 115-230 0-230 0.6% 115-230
Range 0-100 0-240 0-140 140.0% 1-050
ATR 0-118 0-129 0-012 9.8% 0-000
Volume 1,013 1,221 208 20.5% 3,738
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-263 117-167 116-042
R3 117-023 116-247 115-296
R2 116-103 116-103 115-274
R1 116-007 116-007 115-252 116-055
PP 115-183 115-183 115-183 115-208
S1 115-087 115-087 115-208 115-135
S2 114-263 114-263 115-186
S3 114-023 114-167 115-164
S4 113-103 113-247 115-098
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-290 118-150 116-114
R3 117-240 117-100 116-012
R2 116-190 116-190 115-298
R1 116-050 116-050 115-264 116-120
PP 115-140 115-140 115-140 115-175
S1 115-000 115-000 115-196 115-070
S2 114-090 114-090 115-162
S3 113-040 113-270 115-128
S4 111-310 112-220 115-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-280 114-230 1-050 1.0% 0-122 0.3% 86% True False 747
10 115-280 113-150 2-130 2.1% 0-120 0.3% 94% True False 642
20 115-280 113-150 2-130 2.1% 0-105 0.3% 94% True False 1,013
40 116-020 113-150 2-190 2.2% 0-058 0.2% 87% False False 567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 119-020
2.618 117-268
1.618 117-028
1.000 116-200
0.618 116-108
HIGH 115-280
0.618 115-188
0.500 115-160
0.382 115-132
LOW 115-040
0.618 114-212
1.000 114-120
1.618 113-292
2.618 113-052
4.250 111-300
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 115-207 115-190
PP 115-183 115-150
S1 115-160 115-110

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

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