ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 120-035 121-100 1-065 1.0% 119-205
High 121-160 122-035 0-195 0.5% 122-035
Low 120-035 120-300 0-265 0.7% 119-100
Close 120-305 121-100 0-115 0.3% 121-100
Range 1-125 1-055 -0-070 -15.7% 2-255
ATR 0-299 0-305 0-005 1.8% 0-000
Volume 1,618,521 2,065,436 446,915 27.6% 7,673,500
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 124-310 124-100 121-306
R3 123-255 123-045 121-203
R2 122-200 122-200 121-169
R1 121-310 121-310 121-134 121-288
PP 121-145 121-145 121-145 121-134
S1 120-255 120-255 121-066 120-232
S2 120-090 120-090 121-031
S3 119-035 119-200 120-317
S4 117-300 118-145 120-214
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 129-097 128-033 122-272
R3 126-162 125-098 122-026
R2 123-227 123-227 121-264
R1 122-163 122-163 121-182 123-035
PP 120-292 120-292 120-292 121-068
S1 119-228 119-228 121-018 120-100
S2 118-037 118-037 120-256
S3 115-102 116-293 120-174
S4 112-167 114-038 119-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-035 119-100 2-255 2.3% 1-013 0.9% 72% True False 1,534,700
10 122-035 118-120 3-235 3.1% 0-300 0.8% 79% True False 1,437,119
20 122-035 116-100 5-255 4.8% 1-000 0.8% 86% True False 1,356,463
40 122-035 114-265 7-090 6.0% 0-248 0.6% 89% True False 1,154,604
60 122-035 114-265 7-090 6.0% 0-222 0.6% 89% True False 1,033,135
80 122-035 114-265 7-090 6.0% 0-210 0.5% 89% True False 796,817
100 122-035 113-180 8-175 7.0% 0-199 0.5% 91% True False 637,623
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-029
2.618 125-057
1.618 124-002
1.000 123-090
0.618 122-267
HIGH 122-035
0.618 121-212
0.500 121-168
0.382 121-123
LOW 120-300
0.618 120-068
1.000 119-245
1.618 119-013
2.618 117-278
4.250 115-306
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 121-168 121-074
PP 121-145 121-048
S1 121-122 121-022

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

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