ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 115-315 116-060 0-065 0.2% 116-300
High 116-120 116-080 -0-040 -0.1% 117-150
Low 115-285 115-260 -0-025 -0.1% 115-090
Close 116-080 116-010 -0-070 -0.2% 115-305
Range 0-155 0-140 -0-015 -9.7% 2-060
ATR 0-174 0-172 -0-002 -1.4% 0-000
Volume 783,510 1,014,099 230,589 29.4% 5,175,245
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-110 117-040 116-087
R3 116-290 116-220 116-048
R2 116-150 116-150 116-036
R1 116-080 116-080 116-023 116-045
PP 116-010 116-010 116-010 115-312
S1 115-260 115-260 115-317 115-225
S2 115-190 115-190 115-304
S3 115-050 115-120 115-292
S4 114-230 114-300 115-253
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 122-255 121-180 117-050
R3 120-195 119-120 116-178
R2 118-135 118-135 116-113
R1 117-060 117-060 116-049 116-228
PP 116-075 116-075 116-075 115-319
S1 115-000 115-000 115-241 114-168
S2 114-015 114-015 115-177
S3 111-275 112-260 115-112
S4 109-215 110-200 114-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-120 115-165 0-275 0.7% 0-144 0.4% 60% False False 1,003,228
10 117-150 115-090 2-060 1.9% 0-185 0.5% 34% False False 943,249
20 117-200 115-090 2-110 2.0% 0-173 0.5% 32% False False 849,814
40 117-225 115-090 2-135 2.1% 0-166 0.4% 31% False False 563,977
60 117-225 114-000 3-225 3.2% 0-165 0.4% 55% False False 376,561
80 117-225 113-180 4-045 3.6% 0-151 0.4% 60% False False 282,429
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-035
2.618 117-127
1.618 116-307
1.000 116-220
0.618 116-167
HIGH 116-080
0.618 116-027
0.500 116-010
0.382 115-313
LOW 115-260
0.618 115-173
1.000 115-120
1.618 115-033
2.618 114-213
4.250 113-305
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 116-010 116-007
PP 116-010 116-003
S1 116-010 116-000

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

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