ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 119-260 120-060 0-120 0.3% 120-060
High 120-170 120-060 -0-110 -0.3% 121-210
Low 119-190 119-140 -0-050 -0.1% 119-090
Close 119-290 119-180 -0-110 -0.3% 119-280
Range 0-300 0-240 -0-060 -20.0% 2-120
ATR 0-292 0-288 -0-004 -1.3% 0-000
Volume 906,129 1,235,017 328,888 36.3% 3,325,473
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-313 121-167 119-312
R3 121-073 120-247 119-246
R2 120-153 120-153 119-224
R1 120-007 120-007 119-202 119-280
PP 119-233 119-233 119-233 119-210
S1 119-087 119-087 119-158 119-040
S2 118-313 118-313 119-136
S3 118-073 118-167 119-114
S4 117-153 117-247 119-048
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
5 120-300 119-090 1-210 1.4% 0-294 0.8% 17% False False 973,019
10 121-210 119-000 2-210 2.2% 0-303 0.8% 21% False False 572,682
20 121-210 116-260 4-270 4.1% 1-012 0.9% 57% False False 293,719
40 121-210 113-300 7-230 6.5% 0-246 0.6% 73% False False 147,543
60 121-210 113-150 8-060 6.8% 0-185 0.5% 74% False False 98,666
80 121-210 113-150 8-060 6.8% 0-139 0.4% 74% False False 74,001
Crabel Price Patterns
NR True
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-120
2.618 122-048
1.618 121-128
1.000 120-300
0.618 120-208
HIGH 120-060
0.618 119-288
0.500 119-260
0.382 119-232
LOW 119-140
0.618 118-312
1.000 118-220
1.618 118-072
2.618 117-152
4.250 116-080
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 119-260 119-305
PP 119-233 119-263
S1 119-207 119-222

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

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