ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 116-160 117-060 0-220 0.6% 115-230
High 117-085 117-135 0-050 0.1% 117-085
Low 116-150 116-250 0-100 0.3% 115-195
Close 117-025 116-255 -0-090 -0.2% 117-025
Range 0-255 0-205 -0-050 -19.6% 1-210
ATR 0-191 0-192 0-001 0.5% 0-000
Volume 1,025,304 1,412,842 387,538 37.8% 4,825,049
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-295 118-160 117-048
R3 118-090 117-275 116-311
R2 117-205 117-205 116-293
R1 117-070 117-070 116-274 117-035
PP 117-000 117-000 117-000 116-302
S1 116-185 116-185 116-236 116-150
S2 116-115 116-115 116-217
S3 115-230 115-300 116-199
S4 115-025 115-095 116-142
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
5 117-135 116-025 1-110 1.2% 0-184 0.5% 53% True False 1,094,698
10 117-135 115-010 2-125 2.0% 0-188 0.5% 74% True False 1,001,468
20 117-150 114-265 2-205 2.3% 0-188 0.5% 75% False False 948,630
40 117-225 114-265 2-280 2.5% 0-174 0.5% 68% False False 819,342
60 117-225 114-265 2-280 2.5% 0-169 0.5% 68% False False 549,123
80 117-225 113-180 4-045 3.5% 0-163 0.4% 78% False False 411,949
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-046
2.618 119-032
1.618 118-147
1.000 118-020
0.618 117-262
HIGH 117-135
0.618 117-057
0.500 117-032
0.382 117-008
LOW 116-250
0.618 116-123
1.000 116-045
1.618 115-238
2.618 115-033
4.250 114-019
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 117-032 116-250
PP 117-000 116-245
S1 116-288 116-240

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

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