ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 115-015 115-110 0-095 0.3% 115-295
High 115-155 116-020 0-185 0.5% 116-120
Low 115-010 115-095 0-085 0.2% 115-200
Close 115-070 116-005 0-255 0.7% 116-010
Range 0-145 0-245 0-100 69.0% 0-240
ATR 0-185 0-191 0-006 3.3% 0-000
Volume 641,298 966,662 325,364 50.7% 3,435,765
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-028 117-262 116-140
R3 117-103 117-017 116-072
R2 116-178 116-178 116-050
R1 116-092 116-092 116-027 116-135
PP 115-253 115-253 115-253 115-275
S1 115-167 115-167 115-303 115-210
S2 115-008 115-008 115-280
S3 114-083 114-242 115-258
S4 113-158 113-317 115-190
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-083 117-287 116-142
R3 117-163 117-047 116-076
R2 116-243 116-243 116-054
R1 116-127 116-127 116-032 116-185
PP 116-003 116-003 116-003 116-032
S1 115-207 115-207 115-308 115-265
S2 115-083 115-083 115-286
S3 114-163 114-287 115-264
S4 113-243 114-047 115-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-120 114-265 1-175 1.3% 0-175 0.5% 77% False False 750,498
10 117-095 114-265 2-150 2.1% 0-203 0.5% 48% False False 923,519
20 117-175 114-265 2-230 2.3% 0-177 0.5% 44% False False 831,146
40 117-225 114-265 2-280 2.5% 0-170 0.5% 41% False False 612,410
60 117-225 114-050 3-175 3.1% 0-166 0.4% 52% False False 409,140
80 117-225 113-180 4-045 3.6% 0-154 0.4% 59% False False 306,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-101
2.618 118-021
1.618 117-096
1.000 116-265
0.618 116-171
HIGH 116-020
0.618 115-246
0.500 115-218
0.382 115-189
LOW 115-095
0.618 114-264
1.000 114-170
1.618 114-019
2.618 113-094
4.250 112-014
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 115-289 115-264
PP 115-253 115-203
S1 115-218 115-142

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

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