ECBOT 10 Year T-Note Future September 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 119-120 119-260 0-140 0.4% 120-060
High 119-310 120-170 0-180 0.5% 121-210
Low 119-120 119-190 0-070 0.2% 119-090
Close 119-280 119-290 0-010 0.0% 119-280
Range 0-190 0-300 0-110 57.9% 2-120
ATR 0-291 0-292 0-001 0.2% 0-000
Volume 1,083,165 906,129 -177,036 -16.3% 3,325,473
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 122-263 122-097 120-135
R3 121-283 121-117 120-052
R2 120-303 120-303 120-025
R1 120-137 120-137 119-318 120-220
PP 120-003 120-003 120-003 120-045
S1 119-157 119-157 119-262 119-240
S2 119-023 119-023 119-235
S3 118-043 118-177 119-208
S4 117-063 117-197 119-125
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 127-127 126-003 121-058
R3 125-007 123-203 120-169
R2 122-207 122-207 120-099
R1 121-083 121-083 120-030 120-245
PP 120-087 120-087 120-087 120-008
S1 118-283 118-283 119-210 118-125
S2 117-287 117-287 119-141
S3 115-167 116-163 119-071
S4 113-047 114-043 118-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-210 119-090 2-120 2.0% 0-316 0.8% 26% False False 807,772
10 121-210 118-080 3-130 2.8% 0-314 0.8% 49% False False 450,780
20 121-210 116-100 5-110 4.5% 1-012 0.9% 67% False False 232,038
40 121-210 113-240 7-290 6.6% 0-241 0.6% 78% False False 116,716
60 121-210 113-150 8-060 6.8% 0-182 0.5% 79% False False 78,083
80 121-210 113-150 8-060 6.8% 0-136 0.4% 79% False False 58,563
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-165
2.618 122-315
1.618 122-015
1.000 121-150
0.618 121-035
HIGH 120-170
0.618 120-055
0.500 120-020
0.382 119-305
LOW 119-190
0.618 119-005
1.000 118-210
1.618 118-025
2.618 117-045
4.250 115-195
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 120-020 119-300
PP 120-003 119-297
S1 119-307 119-293

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

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