ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 117-185 117-062 -0-123 -0.3% 117-225
High 117-207 117-102 -0-105 -0.3% 118-155
Low 117-062 116-277 -0-105 -0.3% 116-302
Close 117-077 117-045 -0-032 -0.1% 117-140
Range 0-145 0-145 0-000 0.0% 1-173
ATR 0-187 0-184 -0-003 -1.6% 0-000
Volume 83,630 74,764 -8,866 -10.6% 4,655,856
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-150 118-082 117-125
R3 118-005 117-257 117-085
R2 117-180 117-180 117-072
R1 117-112 117-112 117-058 117-074
PP 117-035 117-035 117-035 117-015
S1 116-287 116-287 117-032 116-248
S2 116-210 116-210 117-018
S3 116-065 116-142 117-005
S4 115-240 115-317 116-285
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
5 117-265 116-277 0-308 0.8% 0-174 0.5% 29% False True 510,460
10 118-155 116-277 1-198 1.4% 0-187 0.5% 17% False True 662,693
20 118-155 116-000 2-155 2.1% 0-204 0.5% 46% False False 648,790
40 118-155 114-100 4-055 3.6% 0-172 0.5% 68% False False 554,998
60 118-155 113-280 4-195 3.9% 0-153 0.4% 71% False False 511,093
80 118-155 113-280 4-195 3.9% 0-141 0.4% 71% False False 438,218
Crabel Price Patterns
NR False
NR4 False
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 0-026
Fibonacci Retracements and Extensions
4.250 119-078
2.618 118-162
1.618 118-017
1.000 117-247
0.618 117-192
HIGH 117-102
0.618 117-047
0.500 117-030
0.382 117-012
LOW 116-277
0.618 116-187
1.000 116-132
1.618 116-042
2.618 115-217
4.250 114-301
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 117-040 117-111
PP 117-035 117-089
S1 117-030 117-067

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

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