ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 121-100 121-020 -0-080 -0.2% 119-205
High 122-035 121-195 -0-160 -0.4% 122-035
Low 120-300 121-010 0-030 0.1% 119-100
Close 121-100 121-055 -0-045 -0.1% 121-100
Range 1-055 0-185 -0-190 -50.7% 2-255
ATR 0-305 0-296 -0-009 -2.8% 0-000
Volume 2,065,436 2,114,686 49,250 2.4% 7,673,500
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 123-002 122-213 121-157
R3 122-137 122-028 121-106
R2 121-272 121-272 121-089
R1 121-163 121-163 121-072 121-218
PP 121-087 121-087 121-087 121-114
S1 120-298 120-298 121-038 121-032
S2 120-222 120-222 121-021
S3 120-037 120-113 121-004
S4 119-172 119-248 120-273
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% 0-313 0.8% 66% False False 1,691,343
10 122-035 118-155 3-200 3.0% 0-288 0.7% 74% False False 1,439,241
20 122-035 116-195 5-160 4.5% 1-002 0.8% 83% False False 1,408,120
40 122-035 114-265 7-090 6.0% 0-248 0.6% 87% False False 1,167,962
60 122-035 114-265 7-090 6.0% 0-223 0.6% 87% False False 1,053,759
80 122-035 114-265 7-090 6.0% 0-208 0.5% 87% False False 823,193
100 122-035 113-180 8-175 7.1% 0-200 0.5% 89% False False 658,769
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 False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 124-021
2.618 123-039
1.618 122-174
1.000 122-060
0.618 121-309
HIGH 121-195
0.618 121-124
0.500 121-102
0.382 121-081
LOW 121-010
0.618 120-216
1.000 120-145
1.618 120-031
2.618 119-166
4.250 118-184
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 121-102 121-048
PP 121-087 121-042
S1 121-071 121-035

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

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