ECBOT 5 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 115-090 115-170 0-080 0.2% 114-277
High 115-172 115-292 0-120 0.3% 115-292
Low 115-047 115-137 0-090 0.2% 114-235
Close 115-170 115-275 0-105 0.3% 115-275
Range 0-125 0-155 0-030 24.0% 1-057
ATR 0-137 0-138 0-001 0.9% 0-000
Volume 616,336 407,525 -208,811 -33.9% 2,495,748
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-060 117-002 116-040
R3 116-225 116-167 115-318
R2 116-070 116-070 115-303
R1 116-012 116-012 115-289 116-041
PP 115-235 115-235 115-235 115-249
S1 115-177 115-177 115-261 115-206
S2 115-080 115-080 115-247
S3 114-245 115-022 115-232
S4 114-090 114-187 115-190
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-012 118-200 116-162
R3 117-275 117-143 116-059
R2 116-218 116-218 116-024
R1 116-086 116-086 115-310 116-152
PP 115-161 115-161 115-161 115-194
S1 115-029 115-029 115-240 115-095
S2 114-104 114-104 115-206
S3 113-047 113-292 115-171
S4 111-310 112-235 115-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-292 114-235 1-057 1.0% 0-170 0.5% 95% True False 499,149
10 115-292 114-235 1-057 1.0% 0-150 0.4% 95% True False 476,698
20 115-292 113-280 2-012 1.8% 0-134 0.4% 97% True False 439,373
40 115-317 113-280 2-037 1.8% 0-122 0.3% 94% False False 438,869
60 116-047 113-280 2-087 2.0% 0-116 0.3% 87% False False 343,768
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-311
2.618 117-058
1.618 116-223
1.000 116-127
0.618 116-068
HIGH 115-292
0.618 115-233
0.500 115-214
0.382 115-196
LOW 115-137
0.618 115-041
1.000 114-302
1.618 114-206
2.618 114-051
4.250 113-118
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 115-255 115-240
PP 115-235 115-205
S1 115-214 115-170

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

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