ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 120-080 121-245 1-165 1.3% 120-185
High 121-190 122-010 0-140 0.4% 121-190
Low 120-045 121-080 1-035 0.9% 119-220
Close 121-175 121-210 0-035 0.1% 121-175
Range 1-145 0-250 -0-215 -46.2% 1-290
ATR 0-305 0-301 -0-004 -1.3% 0-000
Volume 66,260 83,088 16,828 25.4% 853,563
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-317 123-193 122-028
R3 123-067 122-263 121-279
R2 122-137 122-137 121-256
R1 122-013 122-013 121-233 121-270
PP 121-207 121-207 121-207 121-175
S1 121-083 121-083 121-187 121-020
S2 120-277 120-277 121-164
S3 120-027 120-153 121-141
S4 119-097 119-223 121-072
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 126-212 126-003 122-190
R3 124-242 124-033 122-023
R2 122-272 122-272 121-287
R1 122-063 122-063 121-231 122-168
PP 120-302 120-302 120-302 121-034
S1 120-093 120-093 121-119 120-198
S2 119-012 119-012 121-063
S3 117-042 118-123 121-007
S4 115-072 116-153 120-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-010 119-220 2-110 1.9% 0-298 0.8% 84% True False 187,330
10 122-145 119-220 2-245 2.3% 0-290 0.7% 71% False False 1,099,798
20 122-145 118-120 4-025 3.4% 0-295 0.8% 80% False False 1,268,458
40 122-145 115-195 6-270 5.6% 0-281 0.7% 88% False False 1,201,057
60 122-145 114-265 7-200 6.3% 0-247 0.6% 90% False False 1,091,142
80 122-145 114-265 7-200 6.3% 0-225 0.6% 90% False False 933,736
100 122-145 114-050 8-095 6.8% 0-212 0.5% 90% False False 747,593
120 122-145 113-180 8-285 7.3% 0-197 0.5% 91% False False 623,003
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-112
2.618 124-024
1.618 123-094
1.000 122-260
0.618 122-164
HIGH 122-010
0.618 121-234
0.500 121-205
0.382 121-176
LOW 121-080
0.618 120-246
1.000 120-150
1.618 119-316
2.618 119-066
4.250 117-298
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 121-208 121-125
PP 121-207 121-040
S1 121-205 120-275

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

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