ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 116-000 115-130 -0-190 -0.5% 114-230
High 116-000 115-130 -0-190 -0.5% 115-280
Low 115-150 115-090 -0-060 -0.2% 114-230
Close 115-130 115-120 -0-010 0.0% 115-230
Range 0-170 0-040 -0-130 -76.5% 1-050
ATR 0-132 0-126 -0-007 -5.0% 0-000
Volume 1,338 785 -553 -41.3% 3,738
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-233 115-217 115-142
R3 115-193 115-177 115-131
R2 115-153 115-153 115-127
R1 115-137 115-137 115-124 115-125
PP 115-113 115-113 115-113 115-108
S1 115-097 115-097 115-116 115-085
S2 115-073 115-073 115-113
S3 115-033 115-057 115-109
S4 114-313 115-017 115-098
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
5 116-000 114-260 1-060 1.0% 0-136 0.4% 47% False False 987
10 116-000 113-300 2-020 1.8% 0-120 0.3% 70% False False 651
20 116-000 113-150 2-170 2.2% 0-116 0.3% 75% False False 1,108
40 116-020 113-150 2-190 2.2% 0-063 0.2% 73% False False 620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 115-300
2.618 115-235
1.618 115-195
1.000 115-170
0.618 115-155
HIGH 115-130
0.618 115-115
0.500 115-110
0.382 115-105
LOW 115-090
0.618 115-065
1.000 115-050
1.618 115-025
2.618 114-305
4.250 114-240
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 115-117 115-180
PP 115-113 115-160
S1 115-110 115-140

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

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