ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 116-310 117-182 0-192 0.5% 116-167
High 117-187 117-242 0-055 0.1% 117-117
Low 116-282 117-085 0-123 0.3% 116-000
Close 117-147 117-107 -0-040 -0.1% 117-065
Range 0-225 0-157 -0-068 -30.2% 1-117
ATR 0-185 0-183 -0-002 -1.1% 0-000
Volume 488,948 595,591 106,643 21.8% 2,869,584
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 118-296 118-198 117-193
R3 118-139 118-041 117-150
R2 117-302 117-302 117-136
R1 117-204 117-204 117-121 117-174
PP 117-145 117-145 117-145 117-130
S1 117-047 117-047 117-093 117-018
S2 116-308 116-308 117-078
S3 116-151 116-210 117-064
S4 115-314 116-053 117-021
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
5 117-242 116-117 1-125 1.2% 0-179 0.5% 70% True False 546,391
10 117-242 116-000 1-242 1.5% 0-222 0.6% 76% True False 634,888
20 117-242 114-235 3-007 2.6% 0-192 0.5% 86% True False 560,494
40 117-242 113-280 3-282 3.3% 0-157 0.4% 89% True False 498,090
60 117-242 113-280 3-282 3.3% 0-140 0.4% 89% True False 469,425
80 117-242 113-280 3-282 3.3% 0-123 0.3% 89% True False 355,526
Crabel Price Patterns
NR True
NR4 True
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 0-058
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-269
2.618 119-013
1.618 118-176
1.000 118-079
0.618 118-019
HIGH 117-242
0.618 117-182
0.500 117-164
0.382 117-145
LOW 117-085
0.618 116-308
1.000 116-248
1.618 116-151
2.618 115-314
4.250 115-058
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 117-164 117-105
PP 117-145 117-104
S1 117-126 117-102

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

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