ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 117-047 116-310 -0-057 -0.2% 116-167
High 117-157 117-187 0-030 0.1% 117-117
Low 116-305 116-282 -0-023 -0.1% 116-000
Close 117-020 117-147 0-127 0.3% 117-065
Range 0-172 0-225 0-053 30.8% 1-117
ATR 0-182 0-185 0-003 1.7% 0-000
Volume 718,864 488,948 -229,916 -32.0% 2,869,584
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 119-134 119-045 117-271
R3 118-229 118-140 117-209
R2 118-004 118-004 117-188
R1 117-235 117-235 117-168 117-280
PP 117-099 117-099 117-099 117-121
S1 117-010 117-010 117-126 117-054
S2 116-194 116-194 117-106
S3 115-289 116-105 117-085
S4 115-064 115-200 117-023
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 120-305 120-142 117-305
R3 119-188 119-025 117-185
R2 118-071 118-071 117-145
R1 117-228 117-228 117-105 117-310
PP 116-274 116-274 116-274 116-315
S1 116-111 116-111 117-025 116-192
S2 115-157 115-157 116-305
S3 114-040 114-314 116-265
S4 112-243 113-197 116-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-187 116-117 1-070 1.0% 0-173 0.5% 90% True False 524,475
10 117-187 115-300 1-207 1.4% 0-230 0.6% 92% True False 640,202
20 117-187 114-235 2-272 2.4% 0-190 0.5% 96% True False 550,419
40 117-187 113-280 3-227 3.2% 0-155 0.4% 97% True False 492,032
60 117-187 113-280 3-227 3.2% 0-141 0.4% 97% True False 461,509
80 117-187 113-280 3-227 3.2% 0-121 0.3% 97% True False 348,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-183
2.618 119-136
1.618 118-231
1.000 118-092
0.618 118-006
HIGH 117-187
0.618 117-101
0.500 117-074
0.382 117-048
LOW 116-282
0.618 116-143
1.000 116-057
1.618 115-238
2.618 115-013
4.250 113-286
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 117-123 117-110
PP 117-099 117-074
S1 117-074 117-037

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

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