ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 119-160 119-130 -0-030 -0.1% 119-260
High 119-200 120-250 1-050 1.0% 120-250
Low 118-260 119-090 0-150 0.4% 118-260
Close 119-110 120-240 1-130 1.2% 120-240
Range 0-260 1-160 0-220 84.6% 1-310
ATR 0-286 0-300 0-014 4.9% 0-000
Volume 1,046,442 1,174,377 127,935 12.2% 4,361,965
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 124-247 124-083 121-184
R3 123-087 122-243 121-052
R2 121-247 121-247 121-008
R1 121-083 121-083 120-284 121-165
PP 120-087 120-087 120-087 120-128
S1 119-243 119-243 120-196 120-005
S2 118-247 118-247 120-152
S3 117-087 118-083 120-108
S4 115-247 116-243 119-296
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 126-007 125-113 121-266
R3 124-017 123-123 121-093
R2 122-027 122-027 121-036
R1 121-133 121-133 120-298 121-240
PP 120-037 120-037 120-037 120-090
S1 119-143 119-143 120-182 119-250
S2 118-047 118-047 120-124
S3 116-057 117-153 120-067
S4 114-067 115-163 119-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 118-260 1-310 1.6% 0-294 0.8% 98% True False 1,089,026
10 121-210 118-260 2-270 2.4% 0-312 0.8% 68% False False 781,039
20 121-210 117-060 4-150 3.7% 0-308 0.8% 80% False False 403,604
40 121-210 114-080 7-130 6.1% 0-256 0.7% 88% False False 203,054
60 121-210 113-150 8-060 6.8% 0-196 0.5% 89% False False 135,657
80 121-210 113-150 8-060 6.8% 0-148 0.4% 89% False False 101,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 127-050
2.618 124-227
1.618 123-067
1.000 122-090
0.618 121-227
HIGH 120-250
0.618 120-067
0.500 120-010
0.382 119-273
LOW 119-090
0.618 118-113
1.000 117-250
1.618 116-273
2.618 115-113
4.250 112-290
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 120-163 120-138
PP 120-087 120-037
S1 120-010 119-255

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

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