ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	114-162	114-122	-0-040	-0.1%	114-077
High	114-187	114-265	0-078	0.2%	114-250
Low	114-100	114-100	0-000	0.0%	113-280
Close	114-160	114-237	0-077	0.2%	114-160
Range	0-087	0-165	0-078	89.7%	0-290
ATR	0-118	0-121	0-003	2.9%	0-000
Volume	453,479	331,319	-122,160	-26.9%	1,987,432

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-056	115-311	115-008
R3	115-211	115-146	114-282
R2	115-046	115-046	114-267
R1	114-301	114-301	114-252	115-014
PP	114-201	114-201	114-201	114-217
S1	114-136	114-136	114-222	114-168
S2	114-036	114-036	114-207
S3	113-191	113-291	114-192
S4	113-026	113-126	114-146

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-033	116-227	115-000
R3	116-063	115-257	114-240
R2	115-093	115-093	114-213
R1	114-287	114-287	114-187	115-030
PP	114-123	114-123	114-123	114-155
S1	113-317	113-317	114-133	114-060
S2	113-153	113-153	114-107
S3	112-183	113-027	114-080
S4	111-213	112-057	114-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-265	113-310	0-275	0.7%	0-119	0.3%	90%	True	False	429,019
10	114-282	113-280	1-002	0.9%	0-108	0.3%	86%	False	False	388,862
20	115-220	113-280	1-260	1.6%	0-114	0.3%	48%	False	False	425,693
40	116-047	113-280	2-087	2.0%	0-114	0.3%	38%	False	False	353,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	117-006
2.618	116-057
1.618	115-212
1.000	115-110
0.618	115-047
HIGH	114-265
0.618	114-202
0.500	114-182
0.382	114-163
LOW	114-100
0.618	113-318
1.000	113-255
1.618	113-153
2.618	112-308
4.250	112-039

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	114-219	114-219
PP	114-201	114-201
S1	114-182	114-182

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