ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	121-200	121-225	0-025	0.1%	120-185
High	121-260	121-225	-0-035	-0.1%	121-190
Low	121-085	120-190	-0-215	-0.6%	119-220
Close	121-205	120-200	-1-005	-0.8%	121-175
Range	0-175	1-035	0-180	102.9%	1-290
ATR	0-282	0-287	0-005	1.9%	0-000
Volume	88,265	54,838	-33,427	-37.9%	853,563

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-097	123-183	121-075
R3	123-062	122-148	120-298
R2	122-027	122-027	120-265
R1	121-113	121-113	120-233	121-052
PP	120-312	120-312	120-312	120-281
S1	120-078	120-078	120-167	120-018
S2	119-277	119-277	120-135
S3	118-242	119-043	120-102
S4	117-207	118-008	120-005

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	120-045	1-285	1.6%	0-277	0.7%	26%	False	False	70,618
10	122-010	119-220	2-110	1.9%	0-274	0.7%	40%	False	False	546,680
20	122-145	118-155	3-310	3.3%	0-288	0.7%	54%	False	False	1,049,735
40	122-145	116-025	6-120	5.3%	0-283	0.7%	71%	False	False	1,136,531
60	122-145	114-265	7-200	6.3%	0-248	0.6%	76%	False	False	1,054,546
80	122-145	114-265	7-200	6.3%	0-229	0.6%	76%	False	False	936,042
100	122-145	114-265	7-200	6.3%	0-212	0.5%	76%	False	False	749,603
120	122-145	113-180	8-285	7.4%	0-198	0.5%	79%	False	False	624,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-035
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-134
2.618	124-194
1.618	123-159
1.000	122-260
0.618	122-124
HIGH	121-225
0.618	121-089
0.500	121-048
0.382	121-006
LOW	120-190
0.618	119-291
1.000	119-155
1.618	118-256
2.618	117-221
4.250	115-281

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	121-048	121-090
PP	120-312	121-020
S1	120-256	120-270

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols