ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 117-055 116-270 -0-105 -0.3% 117-060
High 117-135 116-310 -0-145 -0.4% 117-135
Low 116-235 116-100 -0-135 -0.4% 116-100
Close 116-265 116-145 -0-120 -0.3% 116-145
Range 0-220 0-210 -0-010 -4.5% 1-035
ATR 0-188 0-190 0-002 0.8% 0-000
Volume 851,219 1,195,297 344,078 40.4% 5,090,002
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-175 118-050 116-260
R3 117-285 117-160 116-203
R2 117-075 117-075 116-184
R1 116-270 116-270 116-164 116-228
PP 116-185 116-185 116-185 116-164
S1 116-060 116-060 116-126 116-018
S2 115-295 115-295 116-106
S3 115-085 115-170 116-087
S4 114-195 114-280 116-030
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 120-018 119-117 117-020
R3 118-303 118-082 116-243
R2 117-268 117-268 116-210
R1 117-047 117-047 116-178 116-300
PP 116-233 116-233 116-233 116-200
S1 116-012 116-012 116-112 115-265
S2 115-198 115-198 116-080
S3 114-163 114-297 116-047
S4 113-128 113-262 115-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-135 116-100 1-035 1.0% 0-186 0.5% 13% False True 1,018,000
10 117-135 115-195 1-260 1.6% 0-191 0.5% 47% False False 991,505
20 117-135 114-265 2-190 2.2% 0-176 0.5% 63% False False 952,745
40 117-225 114-265 2-280 2.5% 0-173 0.5% 57% False False 871,472
60 117-225 114-265 2-280 2.5% 0-174 0.5% 57% False False 610,269
80 117-225 113-180 4-045 3.6% 0-168 0.5% 70% False False 457,912
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 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-242
2.618 118-220
1.618 118-010
1.000 117-200
0.618 117-120
HIGH 116-310
0.618 116-230
0.500 116-205
0.382 116-180
LOW 116-100
0.618 115-290
1.000 115-210
1.618 115-080
2.618 114-190
4.250 113-168
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 116-205 116-278
PP 116-185 116-233
S1 116-165 116-189

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

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