ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 115-050 115-025 -0-025 -0.1% 114-122
High 115-072 115-092 0-020 0.1% 115-157
Low 114-300 114-305 0-005 0.0% 114-100
Close 115-022 115-087 0-065 0.2% 115-125
Range 0-092 0-107 0-015 16.3% 1-057
ATR 0-121 0-120 -0-001 -0.8% 0-000
Volume 377,490 394,077 16,587 4.4% 2,033,054
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-056 116-018 115-146
R3 115-269 115-231 115-116
R2 115-162 115-162 115-107
R1 115-124 115-124 115-097 115-143
PP 115-055 115-055 115-055 115-064
S1 115-017 115-017 115-077 115-036
S2 114-268 114-268 115-067
S3 114-161 114-230 115-058
S4 114-054 114-123 115-028
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-192 118-055 116-012
R3 117-135 116-318 115-229
R2 116-078 116-078 115-194
R1 115-261 115-261 115-160 116-010
PP 115-021 115-021 115-021 115-055
S1 114-204 114-204 115-090 114-272
S2 113-284 113-284 115-056
S3 112-227 113-147 115-021
S4 111-170 112-090 114-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-200 114-210 0-310 0.8% 0-125 0.3% 64% False False 435,236
10 115-200 114-100 1-100 1.1% 0-115 0.3% 73% False False 436,311
20 115-200 113-280 1-240 1.5% 0-121 0.3% 80% False False 435,687
40 116-047 113-280 2-087 2.0% 0-114 0.3% 61% False False 423,890
60 116-047 113-280 2-087 2.0% 0-100 0.3% 61% False False 287,204
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-227
2.618 116-052
1.618 115-265
1.000 115-199
0.618 115-158
HIGH 115-092
0.618 115-051
0.500 115-038
0.382 115-026
LOW 114-305
0.618 114-239
1.000 114-198
1.618 114-132
2.618 114-025
4.250 113-170
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 115-071 115-090
PP 115-055 115-089
S1 115-038 115-088

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

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