ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 120-095 120-285 0-190 0.5% 120-130
High 121-000 121-160 0-160 0.4% 120-270
Low 120-025 120-245 0-220 0.6% 119-235
Close 120-290 121-115 0-145 0.4% 120-140
Range 0-295 0-235 -0-060 -20.3% 1-035
ATR 0-267 0-265 -0-002 -0.9% 0-000
Volume 924,787 966,898 42,111 4.6% 4,799,271
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-132 123-038 121-244
R3 122-217 122-123 121-180
R2 121-302 121-302 121-158
R1 121-208 121-208 121-137 121-255
PP 121-067 121-067 121-067 121-090
S1 120-293 120-293 121-093 121-020
S2 120-152 120-152 121-072
S3 119-237 120-058 121-050
S4 119-002 119-143 120-306
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 123-213 123-052 121-015
R3 122-178 122-017 120-238
R2 121-143 121-143 120-205
R1 120-302 120-302 120-173 121-062
PP 120-108 120-108 120-108 120-149
S1 119-267 119-267 120-107 120-028
S2 119-073 119-073 120-075
S3 118-038 118-232 120-042
S4 117-003 117-197 119-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-160 119-240 1-240 1.4% 0-234 0.6% 92% True False 909,858
10 121-160 119-235 1-245 1.5% 0-248 0.6% 92% True False 955,958
20 121-160 118-260 2-220 2.2% 0-264 0.7% 95% True False 1,005,357
40 121-210 115-210 6-000 4.9% 0-286 0.7% 95% False False 528,186
60 121-210 113-150 8-060 6.7% 0-237 0.6% 96% False False 352,467
80 121-210 113-150 8-060 6.7% 0-187 0.5% 96% False False 264,525
100 121-210 113-150 8-060 6.7% 0-150 0.4% 96% False False 211,621
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-199
2.618 123-135
1.618 122-220
1.000 122-075
0.618 121-305
HIGH 121-160
0.618 121-070
0.500 121-042
0.382 121-015
LOW 120-245
0.618 120-100
1.000 120-010
1.618 119-185
2.618 118-270
4.250 117-206
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 121-091 121-037
PP 121-067 120-278
S1 121-042 120-200

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

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