ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 115-130 115-090 -0-040 -0.1% 114-230
High 115-130 115-240 0-110 0.3% 115-280
Low 115-090 115-080 -0-010 0.0% 114-230
Close 115-120 115-260 0-140 0.4% 115-230
Range 0-040 0-160 0-120 300.0% 1-050
ATR 0-126 0-128 0-002 1.9% 0-000
Volume 785 2,152 1,367 174.1% 3,738
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-033 116-307 116-028
R3 116-193 116-147 115-304
R2 116-033 116-033 115-289
R1 115-307 115-307 115-275 116-010
PP 115-193 115-193 115-193 115-205
S1 115-147 115-147 115-245 115-170
S2 115-033 115-033 115-231
S3 114-193 114-307 115-216
S4 114-033 114-147 115-172
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% 0-142 0.4% 84% False False 1,301
10 116-000 114-080 1-240 1.5% 0-115 0.3% 89% False False 854
20 116-000 113-150 2-170 2.2% 0-114 0.3% 93% False False 1,215
40 116-020 113-150 2-190 2.2% 0-067 0.2% 90% False False 674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 117-280
2.618 117-019
1.618 116-179
1.000 116-080
0.618 116-019
HIGH 115-240
0.618 115-179
0.500 115-160
0.382 115-141
LOW 115-080
0.618 114-301
1.000 114-240
1.618 114-141
2.618 113-301
4.250 113-040
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 115-227 115-240
PP 115-193 115-220
S1 115-160 115-200

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

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