ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 116-240 117-055 0-135 0.4% 115-230
High 117-065 117-135 0-070 0.2% 117-085
Low 116-195 116-235 0-040 0.1% 115-195
Close 117-060 116-265 -0-115 -0.3% 117-025
Range 0-190 0-220 0-030 15.8% 1-210
ATR 0-186 0-188 0-002 1.3% 0-000
Volume 803,719 851,219 47,500 5.9% 4,825,049
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-018 118-202 117-066
R3 118-118 117-302 117-006
R2 117-218 117-218 116-305
R1 117-082 117-082 116-285 117-040
PP 116-318 116-318 116-318 116-298
S1 116-182 116-182 116-245 116-140
S2 116-098 116-098 116-225
S3 115-198 115-282 116-204
S4 114-298 115-062 116-144
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
5 117-135 116-150 0-305 0.8% 0-195 0.5% 38% True False 984,001
10 117-135 115-185 1-270 1.6% 0-184 0.5% 68% True False 969,439
20 117-135 114-265 2-190 2.2% 0-179 0.5% 77% True False 976,805
40 117-225 114-265 2-280 2.5% 0-172 0.5% 70% False False 860,728
60 117-225 114-265 2-280 2.5% 0-172 0.5% 70% False False 590,402
80 117-225 113-180 4-045 3.5% 0-167 0.4% 79% False False 442,972
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 0-048
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-110
2.618 119-071
1.618 118-171
1.000 118-035
0.618 117-271
HIGH 117-135
0.618 117-051
0.500 117-025
0.382 116-319
LOW 116-235
0.618 116-099
1.000 116-015
1.618 115-199
2.618 114-299
4.250 113-260
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 117-025 117-000
PP 116-318 116-302
S1 116-292 116-283

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

View Archives - Comment on this page... - Back to Index of Symbols