ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	114-150	114-220	0-070	0.2%	115-240
High	115-010	114-220	-0-110	-0.3%	115-280
Low	114-150	114-170	0-020	0.1%	114-000
Close	114-260	114-200	-0-060	-0.2%	114-160
Range	0-180	0-050	-0-130	-72.2%	1-280
ATR	0-104	0-103	-0-001	-1.0%	0-000
Volume	1,111	520	-591	-53.2%	8,147

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-027	115-003	114-228
R3	114-297	114-273	114-214
R2	114-247	114-247	114-209
R1	114-223	114-223	114-205	114-210
PP	114-197	114-197	114-197	114-190
S1	114-173	114-173	114-195	114-160
S2	114-147	114-147	114-191
S3	114-097	114-123	114-186
S4	114-047	114-073	114-172

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-133	119-107	115-170
R3	118-173	117-147	115-005
R2	116-213	116-213	114-270
R1	115-187	115-187	114-215	115-060
PP	114-253	114-253	114-253	114-190
S1	113-227	113-227	114-105	113-100
S2	112-293	112-293	114-050
S3	111-013	111-267	113-315
S4	109-053	109-307	113-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-010	114-090	0-240	0.7%	0-080	0.2%	46%	False	False	2,560
10	115-280	114-000	1-280	1.6%	0-078	0.2%	33%	False	False	1,343
20	116-020	114-000	2-020	1.8%	0-049	0.1%	30%	False	False	781
40	116-020	114-000	2-020	1.8%	0-025	0.1%	30%	False	False	393

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-112
2.618	115-031
1.618	114-301
1.000	114-270
0.618	114-251
HIGH	114-220
0.618	114-201
0.500	114-195
0.382	114-189
LOW	114-170
0.618	114-139
1.000	114-120
1.618	114-089
2.618	114-039
4.250	113-278

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	114-198	114-225
PP	114-197	114-217
S1	114-195	114-208

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