ECBOT 5 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 115-090 115-030 -0-060 -0.2% 115-147
High 115-160 115-057 -0-103 -0.3% 115-200
Low 115-007 114-237 -0-090 -0.2% 114-237
Close 115-022 114-267 -0-075 -0.2% 114-267
Range 0-153 0-140 -0-013 -8.5% 0-283
ATR 0-122 0-124 0-001 1.0% 0-000
Volume 393,483 510,950 117,467 29.9% 2,271,232
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-074 115-310 115-024
R3 115-254 115-170 114-306
R2 115-114 115-114 114-293
R1 115-030 115-030 114-280 115-002
PP 114-294 114-294 114-294 114-280
S1 114-210 114-210 114-254 114-182
S2 114-154 114-154 114-241
S3 114-014 114-070 114-228
S4 113-194 113-250 114-190
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-230 117-052 115-103
R3 116-267 116-089 115-025
R2 115-304 115-304 114-319
R1 115-126 115-126 114-293 115-074
PP 115-021 115-021 115-021 114-315
S1 114-163 114-163 114-241 114-110
S2 114-058 114-058 114-215
S3 113-095 113-200 114-189
S4 112-132 112-237 114-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-200 114-237 0-283 0.8% 0-129 0.4% 11% False True 454,246
10 115-200 114-100 1-100 1.1% 0-126 0.3% 40% False False 430,428
20 115-200 113-280 1-240 1.5% 0-115 0.3% 55% False False 424,287
40 116-047 113-280 2-087 2.0% 0-114 0.3% 42% False False 424,563
60 116-047 113-280 2-087 2.0% 0-104 0.3% 42% False False 302,269
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-012
2.618 116-104
1.618 115-284
1.000 115-197
0.618 115-144
HIGH 115-057
0.618 115-004
0.500 114-307
0.382 114-290
LOW 114-237
0.618 114-150
1.000 114-097
1.618 114-010
2.618 113-190
4.250 112-282
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 114-307 115-038
PP 114-294 115-008
S1 114-280 114-298

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

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