ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 113-030 113-120 0-090 0.2% 113-170
High 113-030 113-120 0-090 0.2% 113-250
Low 113-030 113-120 0-090 0.2% 113-050
Close 113-150 113-120 -0-030 -0.1% 113-050
Range
ATR
Volume 5 89 84 1,680.0% 35
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 113-120 113-120 113-120
R3 113-120 113-120 113-120
R2 113-120 113-120 113-120
R1 113-120 113-120 113-120 113-120
PP 113-120 113-120 113-120 113-120
S1 113-120 113-120 113-120 113-120
S2 113-120 113-120 113-120
S3 113-120 113-120 113-120
S4 113-120 113-120 113-120
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-077 114-263 113-160
R3 114-197 114-063 113-105
R2 113-317 113-317 113-087
R1 113-183 113-183 113-068 113-150
PP 113-117 113-117 113-117 113-100
S1 112-303 112-303 113-032 112-270
S2 112-237 112-237 113-013
S3 112-037 112-103 112-315
S4 111-157 111-223 112-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-120 112-250 0-190 0.5% 0-000 0.0% 100% True False 197
10 113-250 112-250 1-000 0.9% 0-000 0.0% 59% False False 102
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 113-120
2.618 113-120
1.618 113-120
1.000 113-120
0.618 113-120
HIGH 113-120
0.618 113-120
0.500 113-120
0.382 113-120
LOW 113-120
0.618 113-120
1.000 113-120
1.618 113-120
2.618 113-120
4.250 113-120
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 113-120 113-097
PP 113-120 113-073
S1 113-120 113-050

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

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