ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 115-207 115-315 0-108 0.3% 114-277
High 116-030 116-217 0-187 0.5% 115-292
Low 115-192 115-300 0-108 0.3% 114-235
Close 115-305 116-110 0-125 0.3% 115-275
Range 0-158 0-237 0-079 50.0% 1-057
ATR 0-138 0-145 0-007 5.2% 0-000
Volume 327,107 648,735 321,628 98.3% 2,495,748
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 118-173 118-059 116-240
R3 117-256 117-142 116-175
R2 117-019 117-019 116-153
R1 116-225 116-225 116-132 116-282
PP 116-102 116-102 116-102 116-131
S1 115-308 115-308 116-088 116-045
S2 115-185 115-185 116-067
S3 114-268 115-071 116-045
S4 114-031 114-154 115-300
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
5 116-217 115-047 1-170 1.3% 0-153 0.4% 78% True False 496,939
10 116-217 114-235 1-302 1.7% 0-163 0.4% 83% True False 486,101
20 116-217 114-100 2-117 2.0% 0-139 0.4% 86% True False 461,206
40 116-217 113-280 2-257 2.4% 0-127 0.3% 88% True False 442,245
60 116-217 113-280 2-257 2.4% 0-120 0.3% 88% True False 368,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-264
2.618 118-197
1.618 117-280
1.000 117-134
0.618 117-043
HIGH 116-217
0.618 116-126
0.500 116-098
0.382 116-071
LOW 115-300
0.618 115-154
1.000 115-063
1.618 114-237
2.618 114-000
4.250 112-253
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 116-106 116-086
PP 116-102 116-061
S1 116-098 116-037

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

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