ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 115-255 115-230 -0-025 -0.1% 115-100
High 116-000 116-140 0-140 0.4% 116-090
Low 115-185 115-195 0-010 0.0% 114-265
Close 115-290 116-080 0-110 0.3% 115-290
Range 0-135 0-265 0-130 96.3% 1-145
ATR 0-185 0-191 0-006 3.1% 0-000
Volume 974,637 764,399 -210,238 -21.6% 4,123,716
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-187 118-078 116-226
R3 117-242 117-133 116-153
R2 116-297 116-297 116-129
R1 116-188 116-188 116-104 116-242
PP 116-032 116-032 116-032 116-059
S1 115-243 115-243 116-056 115-298
S2 115-087 115-087 116-031
S3 114-142 114-298 116-007
S4 113-197 114-033 115-254
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 120-010 119-135 116-226
R3 118-185 117-310 116-098
R2 117-040 117-040 116-055
R1 116-165 116-165 116-013 116-262
PP 115-215 115-215 115-215 115-264
S1 115-020 115-020 115-247 115-118
S2 114-070 114-070 115-205
S3 112-245 113-195 115-162
S4 111-100 112-050 115-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-140 115-010 1-130 1.2% 0-192 0.5% 87% True False 908,238
10 116-140 114-265 1-195 1.4% 0-170 0.5% 88% True False 832,388
20 117-175 114-265 2-230 2.3% 0-180 0.5% 52% False False 871,340
40 117-225 114-265 2-280 2.5% 0-172 0.5% 49% False False 685,393
60 117-225 114-265 2-280 2.5% 0-165 0.4% 49% False False 458,014
80 117-225 113-180 4-045 3.6% 0-154 0.4% 65% False False 343,530
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 0-038
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119-306
2.618 118-194
1.618 117-249
1.000 117-085
0.618 116-304
HIGH 116-140
0.618 116-039
0.500 116-008
0.382 115-296
LOW 115-195
0.618 115-031
1.000 114-250
1.618 114-086
2.618 113-141
4.250 112-029
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 116-056 116-054
PP 116-032 116-028
S1 116-008 116-002

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

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