ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 121-125 120-065 -1-060 -1.0% 121-020
High 121-135 120-230 -0-225 -0.6% 122-145
Low 120-045 120-055 0-010 0.0% 120-045
Close 120-100 120-215 0-115 0.3% 120-215
Range 1-090 0-175 -0-235 -57.3% 2-100
ATR 0-312 0-302 -0-010 -3.1% 0-000
Volume 2,339,058 1,987,347 -351,711 -15.0% 10,061,335
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 122-052 121-308 120-311
R3 121-197 121-133 120-263
R2 121-022 121-022 120-247
R1 120-278 120-278 120-231 120-310
PP 120-167 120-167 120-167 120-182
S1 120-103 120-103 120-199 120-135
S2 119-312 119-312 120-183
S3 119-137 119-248 120-167
S4 118-282 119-073 120-119
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 128-008 126-212 121-302
R3 125-228 124-112 121-098
R2 123-128 123-128 121-031
R1 122-012 122-012 120-283 121-180
PP 121-028 121-028 121-028 120-272
S1 119-232 119-232 120-147 119-080
S2 118-248 118-248 120-079
S3 116-148 117-132 120-012
S4 114-048 115-032 119-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-145 120-045 2-100 1.9% 0-283 0.7% 23% False False 2,012,267
10 122-145 119-100 3-045 2.6% 0-308 0.8% 43% False False 1,773,483
20 122-145 117-140 5-005 4.2% 1-008 0.8% 64% False False 1,560,430
40 122-145 114-265 7-200 6.3% 0-266 0.7% 77% False False 1,280,734
60 122-145 114-265 7-200 6.3% 0-235 0.6% 77% False False 1,137,094
80 122-145 114-265 7-200 6.3% 0-216 0.6% 77% False False 922,356
100 122-145 114-000 8-145 7.0% 0-205 0.5% 79% False False 738,230
120 122-145 113-180 8-285 7.4% 0-189 0.5% 80% False False 615,197
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 0-043
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 123-014
2.618 122-048
1.618 121-193
1.000 121-085
0.618 121-018
HIGH 120-230
0.618 120-163
0.500 120-142
0.382 120-122
LOW 120-055
0.618 119-267
1.000 119-200
1.618 119-092
2.618 118-237
4.250 117-271
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 120-191 120-298
PP 120-167 120-270
S1 120-142 120-242

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

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