ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 115-160 115-000 -0-160 -0.4% 116-000
High 115-160 115-130 -0-030 -0.1% 116-010
Low 115-010 115-000 -0-010 0.0% 115-010
Close 115-020 115-060 0-040 0.1% 115-020
Range 0-150 0-130 -0-020 -13.3% 1-000
ATR 0-135 0-134 0-000 -0.2% 0-000
Volume 2,030 952 -1,078 -53.1% 8,849
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-133 116-067 115-132
R3 116-003 115-257 115-096
R2 115-193 115-193 115-084
R1 115-127 115-127 115-072 115-160
PP 115-063 115-063 115-063 115-080
S1 114-317 114-317 115-048 115-030
S2 114-253 114-253 115-036
S3 114-123 114-187 115-024
S4 113-313 114-057 114-308
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
5 116-010 115-000 1-010 0.9% 0-136 0.4% 18% False True 1,692
10 116-010 114-260 1-070 1.1% 0-140 0.4% 31% False False 1,306
20 116-010 113-150 2-180 2.2% 0-122 0.3% 67% False False 965
40 116-020 113-150 2-190 2.3% 0-079 0.2% 66% False False 811
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-042
2.618 116-150
1.618 116-020
1.000 115-260
0.618 115-210
HIGH 115-130
0.618 115-080
0.500 115-065
0.382 115-050
LOW 115-000
0.618 114-240
1.000 114-190
1.618 114-110
2.618 113-300
4.250 113-088
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 115-065 115-165
PP 115-063 115-130
S1 115-062 115-095

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

View Archives - Comment on this page... - Back to Index of Symbols