ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 121-050 121-150 0-100 0.3% 121-000
High 121-210 121-195 -0-015 0.0% 121-210
Low 120-255 121-070 0-135 0.3% 120-165
Close 121-175 121-085 -0-090 -0.2% 121-085
Range 0-275 0-125 -0-150 -54.5% 1-045
ATR 0-271 0-260 -0-010 -3.8% 0-000
Volume 18,562 17,874 -688 -3.7% 111,258
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-172 122-093 121-154
R3 122-047 121-288 121-119
R2 121-242 121-242 121-108
R1 121-163 121-163 121-096 121-140
PP 121-117 121-117 121-117 121-105
S1 121-038 121-038 121-074 121-015
S2 120-312 120-312 121-062
S3 120-187 120-233 121-051
S4 120-062 120-108 121-016
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 124-182 124-018 121-286
R3 123-137 122-293 121-185
R2 122-092 122-092 121-152
R1 121-248 121-248 121-118 122-010
PP 121-047 121-047 121-047 121-088
S1 120-203 120-203 121-052 120-285
S2 120-002 120-002 121-018
S3 118-277 119-158 120-305
S4 117-232 118-113 120-204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-210 120-165 1-045 0.9% 0-191 0.5% 66% False False 22,251
10 122-010 120-165 1-165 1.2% 0-213 0.5% 49% False False 42,134
20 122-145 119-220 2-245 2.3% 0-258 0.7% 57% False False 670,084
40 122-145 116-100 6-045 5.1% 0-285 0.7% 81% False False 991,520
60 122-145 114-265 7-200 6.3% 0-250 0.6% 84% False False 986,615
80 122-145 114-265 7-200 6.3% 0-229 0.6% 84% False False 926,124
100 122-145 114-265 7-200 6.3% 0-217 0.6% 84% False False 750,849
120 122-145 113-180 8-285 7.3% 0-206 0.5% 87% False False 625,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 123-086
2.618 122-202
1.618 122-077
1.000 122-000
0.618 121-272
HIGH 121-195
0.618 121-147
0.500 121-132
0.382 121-118
LOW 121-070
0.618 120-313
1.000 120-265
1.618 120-188
2.618 120-063
4.250 119-179
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 121-132 121-075
PP 121-117 121-065
S1 121-101 121-055

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

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