ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Apr-2010

Day Change Summary
	Previous	Current
	15-Apr-2010	16-Apr-2010	Change	Change %	Previous Week
Open	115-000	115-040	0-040	0.1%	114-230
High	115-040	115-280	0-240	0.7%	115-280
Low	114-260	115-040	0-100	0.3%	114-230
Close	115-000	115-230	0-230	0.6%	115-230
Range	0-100	0-240	0-140	140.0%	1-050
ATR	0-118	0-129	0-012	9.8%	0-000
Volume	1,013	1,221	208	20.5%	3,738

Daily Pivots for day following 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-263	117-167	116-042
R3	117-023	116-247	115-296
R2	116-103	116-103	115-274
R1	116-007	116-007	115-252	116-055
PP	115-183	115-183	115-183	115-208
S1	115-087	115-087	115-208	115-135
S2	114-263	114-263	115-186
S3	114-023	114-167	115-164
S4	113-103	113-247	115-098

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-150	116-114
R3	117-240	117-100	116-012
R2	116-190	116-190	115-298
R1	116-050	116-050	115-264	116-120
PP	115-140	115-140	115-140	115-175
S1	115-000	115-000	115-196	115-070
S2	114-090	114-090	115-162
S3	113-040	113-270	115-128
S4	111-310	112-220	115-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-280	114-230	1-050	1.0%	0-122	0.3%	86%	True	False	747
10	115-280	113-150	2-130	2.1%	0-120	0.3%	94%	True	False	642
20	115-280	113-150	2-130	2.1%	0-105	0.3%	94%	True	False	1,013
40	116-020	113-150	2-190	2.2%	0-058	0.2%	87%	False	False	567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	119-020
2.618	117-268
1.618	117-028
1.000	116-200
0.618	116-108
HIGH	115-280
0.618	115-188
0.500	115-160
0.382	115-132
LOW	115-040
0.618	114-212
1.000	114-120
1.618	113-292
2.618	113-052
4.250	111-300

Fisher Pivots for day following 16-Apr-2010
Pivot	1 day	3 day
R1	115-207	115-190
PP	115-183	115-150
S1	115-160	115-110

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