ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	121-050	120-280	-0-090	-0.2%	119-260
High	121-070	121-010	-0-060	-0.2%	120-250
Low	120-230	120-150	-0-080	-0.2%	118-260
Close	121-010	120-280	-0-050	-0.1%	120-240
Range	0-160	0-180	0-020	12.5%	1-310
ATR	0-287	0-279	-0-008	-2.7%	0-000
Volume	952,271	1,082,522	130,251	13.7%	4,361,965

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-153	122-077	121-059
R3	121-293	121-217	121-010
R2	121-113	121-113	120-313
R1	121-037	121-037	120-296	121-050
PP	120-253	120-253	120-253	120-260
S1	120-177	120-177	120-264	120-190
S2	120-073	120-073	120-247
S3	119-213	119-317	120-230
S4	119-033	119-137	120-181

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-007	125-113	121-266
R3	124-017	123-123	121-093
R2	122-027	122-027	121-036
R1	121-133	121-133	120-298	121-240
PP	120-037	120-037	120-037	120-090
S1	119-143	119-143	120-182	119-250
S2	118-047	118-047	120-124
S3	116-057	117-153	120-067
S4	114-067	115-163	119-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	118-260	2-140	2.0%	0-268	0.7%	85%	False	False	1,136,491
10	121-080	118-260	2-140	2.0%	0-281	0.7%	85%	False	False	1,054,755
20	121-210	117-140	4-070	3.5%	0-283	0.7%	81%	False	False	574,667
40	121-210	114-260	6-270	5.7%	0-266	0.7%	89%	False	False	289,565
60	121-210	113-150	8-060	6.8%	0-206	0.5%	90%	False	False	193,345
80	121-210	113-150	8-060	6.8%	0-156	0.4%	90%	False	False	145,031

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-135
2.618	122-161
1.618	121-301
1.000	121-190
0.618	121-121
HIGH	121-010
0.618	120-261
0.500	120-240
0.382	120-219
LOW	120-150
0.618	120-039
1.000	119-290
1.618	119-179
2.618	118-319
4.250	118-025

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	120-267	120-277
PP	120-253	120-273
S1	120-240	120-270

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