ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 05-Apr-2010

Day Change Summary
	Previous	Current
	02-Apr-2010	05-Apr-2010	Change	Change %	Previous Week
Open	114-160	113-290	-0-190	-0.5%	114-110
High	114-160	113-300	-0-180	-0.5%	115-010
Low	114-040	113-150	-0-210	-0.6%	114-040
Close	113-290	113-180	-0-110	-0.3%	113-290
Range	0-120	0-150	0-030	25.0%	0-290
ATR	0-107	0-110	0-003	2.8%	0-000
Volume	586	123	-463	-79.0%	5,707

Daily Pivots for day following 05-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-020	114-250	113-262
R3	114-190	114-100	113-221
R2	114-040	114-040	113-208
R1	113-270	113-270	113-194	113-240
PP	113-210	113-210	113-210	113-195
S1	113-120	113-120	113-166	113-090
S2	113-060	113-060	113-152
S3	112-230	112-290	113-139
S4	112-080	112-140	113-098

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-023	116-127	114-130
R3	116-053	115-157	114-050
R2	115-083	115-083	114-023
R1	114-187	114-187	113-317	114-150
PP	114-113	114-113	114-113	114-095
S1	113-217	113-217	113-263	113-180
S2	113-143	113-143	113-237
S3	112-173	112-247	113-210
S4	111-203	111-277	113-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-010	113-150	1-180	1.4%	0-108	0.3%	6%	False	True	640
10	115-280	113-150	2-130	2.1%	0-105	0.3%	4%	False	True	1,375
20	116-020	113-150	2-190	2.3%	0-062	0.2%	4%	False	True	817
40	116-020	113-150	2-190	2.3%	0-032	0.1%	4%	False	True	410

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-298
2.618	115-053
1.618	114-223
1.000	114-130
0.618	114-073
HIGH	113-300
0.618	113-243
0.500	113-225
0.382	113-207
LOW	113-150
0.618	113-057
1.000	113-000
1.618	112-227
2.618	112-077
4.250	111-152

Fisher Pivots for day following 05-Apr-2010
Pivot	1 day	3 day
R1	113-225	114-025
PP	113-210	113-290
S1	113-195	113-235

Download as Excel Spreadsheet

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

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