ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 20-Apr-2010

Day Change Summary
	Previous	Current
	19-Apr-2010	20-Apr-2010	Change	Change %	Previous Week
Open	116-000	115-130	-0-190	-0.5%	114-230
High	116-000	115-130	-0-190	-0.5%	115-280
Low	115-150	115-090	-0-060	-0.2%	114-230
Close	115-130	115-120	-0-010	0.0%	115-230
Range	0-170	0-040	-0-130	-76.5%	1-050
ATR	0-132	0-126	-0-007	-5.0%	0-000
Volume	1,338	785	-553	-41.3%	3,738

Daily Pivots for day following 20-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-233	115-217	115-142
R3	115-193	115-177	115-131
R2	115-153	115-153	115-127
R1	115-137	115-137	115-124	115-125
PP	115-113	115-113	115-113	115-108
S1	115-097	115-097	115-116	115-085
S2	115-073	115-073	115-113
S3	115-033	115-057	115-109
S4	114-313	115-017	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	116-000	114-260	1-060	1.0%	0-136	0.4%	47%	False	False	987
10	116-000	113-300	2-020	1.8%	0-120	0.3%	70%	False	False	651
20	116-000	113-150	2-170	2.2%	0-116	0.3%	75%	False	False	1,108
40	116-020	113-150	2-190	2.2%	0-063	0.2%	73%	False	False	620

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-013
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	115-300
2.618	115-235
1.618	115-195
1.000	115-170
0.618	115-155
HIGH	115-130
0.618	115-115
0.500	115-110
0.382	115-105
LOW	115-090
0.618	115-065
1.000	115-050
1.618	115-025
2.618	114-305
4.250	114-240

Fisher Pivots for day following 20-Apr-2010
Pivot	1 day	3 day
R1	115-117	115-180
PP	115-113	115-160
S1	115-110	115-140

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