ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 30-Apr-2010

Day Change Summary
	Previous	Current
	29-Apr-2010	30-Apr-2010	Change	Change %	Previous Week
Open	117-020	117-135	0-115	0.3%	116-165
High	117-145	117-310	0-165	0.4%	117-310
Low	116-290	117-085	0-115	0.3%	116-100
Close	117-140	117-290	0-150	0.4%	117-290
Range	0-175	0-225	0-050	28.6%	1-210
ATR	0-209	0-210	0-001	0.6%	0-000
Volume	1,565,336	982,373	-582,963	-37.2%	5,981,998

Daily Pivots for day following 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-263	119-182	118-094
R3	119-038	118-277	118-032
R2	118-133	118-133	118-011
R1	118-052	118-052	117-311	118-092
PP	117-228	117-228	117-228	117-249
S1	117-147	117-147	117-269	117-188
S2	117-003	117-003	117-249
S3	116-098	116-242	117-228
S4	115-193	116-017	117-166

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-117	121-253	118-262
R3	120-227	120-043	118-116
R2	119-017	119-017	118-067
R1	118-153	118-153	118-019	118-245
PP	117-127	117-127	117-127	117-172
S1	116-263	116-263	117-241	117-035
S2	115-237	115-237	117-193
S3	114-027	115-053	117-144
S4	112-137	113-163	116-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-310	116-100	1-210	1.4%	0-254	0.7%	96%	True	False	1,196,399
10	117-310	116-100	1-210	1.4%	0-220	0.6%	96%	True	False	1,107,200
20	117-310	114-265	3-045	2.7%	0-203	0.5%	98%	True	False	1,001,038
40	117-310	114-265	3-045	2.7%	0-188	0.5%	98%	True	False	925,426
60	117-310	114-265	3-045	2.7%	0-179	0.5%	98%	True	False	709,664
80	117-310	114-000	3-310	3.4%	0-175	0.5%	98%	True	False	532,680
100	117-310	113-180	4-130	3.7%	0-162	0.4%	99%	True	False	426,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-306
2.618	119-259
1.618	119-034
1.000	118-215
0.618	118-129
HIGH	117-310
0.618	117-224
0.500	117-198
0.382	117-171
LOW	117-085
0.618	116-266
1.000	116-180
1.618	116-041
2.618	115-136
4.250	114-089

Fisher Pivots for day following 30-Apr-2010
Pivot	1 day	3 day
R1	117-259	117-240
PP	117-228	117-190
S1	117-198	117-140

Download as Excel Spreadsheet

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

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