ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 115-040 116-000 0-280 0.8% 114-230
High 115-280 116-000 0-040 0.1% 115-280
Low 115-040 115-150 0-110 0.3% 114-230
Close 115-230 115-130 -0-100 -0.3% 115-230
Range 0-240 0-170 -0-070 -29.2% 1-050
ATR 0-129 0-132 0-003 2.2% 0-000
Volume 1,221 1,338 117 9.6% 3,738
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-070 116-270 115-224
R3 116-220 116-100 115-177
R2 116-050 116-050 115-161
R1 115-250 115-250 115-146 115-225
PP 115-200 115-200 115-200 115-188
S1 115-080 115-080 115-114 115-055
S2 115-030 115-030 115-099
S3 114-180 114-230 115-083
S4 114-010 114-060 115-036
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
5 116-000 114-260 1-060 1.0% 0-144 0.4% 50% True False 920
10 116-000 113-240 2-080 1.9% 0-122 0.3% 74% True False 763
20 116-000 113-150 2-170 2.2% 0-114 0.3% 77% True False 1,069
40 116-020 113-150 2-190 2.2% 0-062 0.2% 75% False False 601
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 True
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-082
2.618 117-125
1.618 116-275
1.000 116-170
0.618 116-105
HIGH 116-000
0.618 115-255
0.500 115-235
0.382 115-215
LOW 115-150
0.618 115-045
1.000 114-300
1.618 114-195
2.618 114-025
4.250 113-068
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 115-235 115-130
PP 115-200 115-130
S1 115-165 115-130

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

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