ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 115-240 115-160 -0-080 -0.2% 116-000
High 116-010 115-160 -0-170 -0.5% 116-010
Low 115-130 115-010 -0-120 -0.3% 115-010
Close 115-150 115-020 -0-130 -0.4% 115-020
Range 0-200 0-150 -0-050 -25.0% 1-000
ATR 0-133 0-135 0-001 0.9% 0-000
Volume 2,544 2,030 -514 -20.2% 8,849
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-193 116-097 115-102
R3 116-043 115-267 115-061
R2 115-213 115-213 115-048
R1 115-117 115-117 115-034 115-090
PP 115-063 115-063 115-063 115-050
S1 114-287 114-287 115-006 114-260
S2 114-233 114-233 114-312
S3 114-083 114-137 114-299
S4 113-253 113-307 114-258
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-120 117-230 115-196
R3 117-120 116-230 115-108
R2 116-120 116-120 115-079
R1 115-230 115-230 115-049 115-175
PP 115-120 115-120 115-120 115-092
S1 114-230 114-230 114-311 114-175
S2 114-120 114-120 114-281
S3 113-120 113-230 114-252
S4 112-120 112-230 114-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-010 115-010 1-000 0.9% 0-144 0.4% 3% False True 1,769
10 116-010 114-230 1-100 1.1% 0-133 0.4% 26% False False 1,258
20 116-010 113-150 2-180 2.2% 0-118 0.3% 62% False False 1,048
40 116-020 113-150 2-190 2.3% 0-076 0.2% 61% False False 787
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 False
Stretch 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-158
2.618 116-233
1.618 116-083
1.000 115-310
0.618 115-253
HIGH 115-160
0.618 115-103
0.500 115-085
0.382 115-067
LOW 115-010
0.618 114-237
1.000 114-180
1.618 114-087
2.618 113-257
4.250 113-012
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 115-085 115-170
PP 115-063 115-120
S1 115-042 115-070

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

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