ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 116-312 117-135 0-143 0.4% 117-225
High 117-160 117-265 0-105 0.3% 118-155
Low 116-312 117-092 0-100 0.3% 116-302
Close 117-140 117-142 0-002 0.0% 117-140
Range 0-168 0-173 0-005 3.0% 1-173
ATR 0-191 0-190 -0-001 -0.7% 0-000
Volume 844,097 219,449 -624,648 -74.0% 4,655,856
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-045 118-267 117-237
R3 118-192 118-094 117-190
R2 118-019 118-019 117-174
R1 117-241 117-241 117-158 117-290
PP 117-166 117-166 117-166 117-191
S1 117-068 117-068 117-126 117-117
S2 116-313 116-313 117-110
S3 116-140 116-215 117-094
S4 115-287 116-042 117-047
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 122-078 121-122 118-091
R3 120-225 119-269 117-276
R2 119-052 119-052 117-230
R1 118-096 118-096 117-185 117-308
PP 117-199 117-199 117-199 117-145
S1 116-243 116-243 117-095 116-134
S2 116-026 116-026 117-050
S3 114-173 115-070 117-004
S4 113-000 113-217 116-189
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% 0-201 0.5% 32% False False 817,402
10 118-155 116-282 1-193 1.4% 0-196 0.5% 35% False False 755,307
20 118-155 115-192 2-283 2.5% 0-210 0.6% 64% False False 689,663
40 118-155 113-310 4-165 3.8% 0-170 0.5% 77% False False 572,301
60 118-155 113-280 4-195 3.9% 0-150 0.4% 77% False False 522,585
80 118-155 113-280 4-195 3.9% 0-139 0.4% 77% False False 436,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-040
2.618 119-078
1.618 118-225
1.000 118-118
0.618 118-052
HIGH 117-265
0.618 117-199
0.500 117-178
0.382 117-158
LOW 117-092
0.618 116-305
1.000 116-239
1.618 116-132
2.618 115-279
4.250 114-317
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 117-178 117-136
PP 117-166 117-130
S1 117-154 117-124

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

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