ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 115-090 115-240 0-150 0.4% 114-230
High 115-240 116-010 0-090 0.2% 115-280
Low 115-080 115-130 0-050 0.1% 114-230
Close 115-260 115-150 -0-110 -0.3% 115-230
Range 0-160 0-200 0-040 25.0% 1-050
ATR 0-128 0-133 0-005 4.0% 0-000
Volume 2,152 2,544 392 18.2% 3,738
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-163 117-037 115-260
R3 116-283 116-157 115-205
R2 116-083 116-083 115-187
R1 115-277 115-277 115-168 115-240
PP 115-203 115-203 115-203 115-185
S1 115-077 115-077 115-132 115-040
S2 115-003 115-003 115-113
S3 114-123 114-197 115-095
S4 113-243 113-317 115-040
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
5 116-010 115-040 0-290 0.8% 0-162 0.4% 38% True False 1,608
10 116-010 114-080 1-250 1.5% 0-126 0.3% 68% True False 1,080
20 116-010 113-150 2-180 2.2% 0-114 0.3% 78% True False 1,331
40 116-020 113-150 2-190 2.2% 0-072 0.2% 77% False False 737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-220
2.618 117-214
1.618 117-014
1.000 116-210
0.618 116-134
HIGH 116-010
0.618 115-254
0.500 115-230
0.382 115-206
LOW 115-130
0.618 115-006
1.000 114-250
1.618 114-126
2.618 113-246
4.250 112-240
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 115-230 115-205
PP 115-203 115-187
S1 115-177 115-168

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

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