ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 116-075 116-160 0-085 0.2% 115-230
High 116-185 117-085 0-220 0.6% 117-085
Low 116-025 116-150 0-125 0.3% 115-195
Close 116-125 117-025 0-220 0.6% 117-025
Range 0-160 0-255 0-095 59.4% 1-210
ATR 0-184 0-191 0-007 3.7% 0-000
Volume 1,014,959 1,025,304 10,345 1.0% 4,825,049
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-105 119-000 117-165
R3 118-170 118-065 117-095
R2 117-235 117-235 117-072
R1 117-130 117-130 117-048 117-182
PP 116-300 116-300 116-300 117-006
S1 116-195 116-195 117-002 116-248
S2 116-045 116-045 116-298
S3 115-110 115-260 116-275
S4 114-175 115-005 116-205
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 121-198 121-002 117-316
R3 119-308 119-112 117-171
R2 118-098 118-098 117-122
R1 117-222 117-222 117-074 118-000
PP 116-208 116-208 116-208 116-258
S1 116-012 116-012 116-296 116-110
S2 114-318 114-318 116-248
S3 113-108 114-122 116-199
S4 111-218 112-232 116-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-085 115-195 1-210 1.4% 0-196 0.5% 89% True False 965,009
10 117-085 114-265 2-140 2.1% 0-186 0.5% 92% True False 894,876
20 117-150 114-265 2-205 2.3% 0-186 0.5% 85% False False 919,062
40 117-225 114-265 2-280 2.5% 0-172 0.5% 78% False False 785,362
60 117-225 114-265 2-280 2.5% 0-167 0.4% 78% False False 525,641
80 117-225 113-180 4-045 3.5% 0-160 0.4% 85% False False 394,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-209
2.618 119-113
1.618 118-178
1.000 118-020
0.618 117-243
HIGH 117-085
0.618 116-308
0.500 116-278
0.382 116-247
LOW 116-150
0.618 115-312
1.000 115-215
1.618 115-057
2.618 114-122
4.250 113-026
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 117-002 116-302
PP 116-300 116-258
S1 116-278 116-215

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

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