ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 117-260 117-210 -0-050 -0.1% 117-047
High 117-287 117-222 -0-065 -0.2% 118-110
Low 117-082 116-302 -0-100 -0.3% 116-282
Close 117-157 117-017 -0-140 -0.4% 117-270
Range 0-205 0-240 0-035 17.1% 1-148
ATR 0-189 0-193 0-004 1.9% 0-000
Volume 1,008,580 1,330,361 321,781 31.9% 3,396,636
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 119-154 119-005 117-149
R3 118-234 118-085 117-083
R2 117-314 117-314 117-061
R1 117-165 117-165 117-039 117-120
PP 117-074 117-074 117-074 117-051
S1 116-245 116-245 116-315 116-200
S2 116-154 116-154 116-293
S3 115-234 116-005 116-271
S4 114-314 115-085 116-205
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 122-025 121-135 118-207
R3 120-197 119-307 118-079
R2 119-049 119-049 118-036
R1 118-159 118-159 117-313 118-264
PP 117-221 117-221 117-221 117-273
S1 117-011 117-011 117-227 117-116
S2 116-073 116-073 117-184
S3 114-245 115-183 117-141
S4 113-097 114-035 117-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-155 116-302 1-173 1.3% 0-197 0.5% 7% False True 932,767
10 118-155 116-207 1-268 1.6% 0-202 0.5% 22% False False 766,552
20 118-155 115-137 3-018 2.6% 0-205 0.5% 53% False False 681,111
40 118-155 113-280 4-195 3.9% 0-167 0.4% 69% False False 562,469
60 118-155 113-280 4-195 3.9% 0-149 0.4% 69% False False 518,930
80 118-155 113-280 4-195 3.9% 0-136 0.4% 69% False False 423,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-282
2.618 119-210
1.618 118-290
1.000 118-142
0.618 118-050
HIGH 117-222
0.618 117-130
0.500 117-102
0.382 117-074
LOW 116-302
0.618 116-154
1.000 116-062
1.618 115-234
2.618 114-314
4.250 113-242
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 117-102 117-228
PP 117-074 117-158
S1 117-045 117-088

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

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