ECBOT 10 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 121-070 121-195 0-125 0.3% 120-045
High 121-255 122-085 0-150 0.4% 121-255
Low 121-035 121-160 0-125 0.3% 119-240
Close 121-155 122-045 0-210 0.5% 121-155
Range 0-220 0-245 0-025 11.4% 2-015
ATR 0-258 0-257 -0-001 -0.2% 0-000
Volume 1,256,776 1,095,906 -160,870 -12.8% 4,947,664
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 124-085 123-310 122-180
R3 123-160 123-065 122-112
R2 122-235 122-235 122-090
R1 122-140 122-140 122-067 122-188
PP 121-310 121-310 121-310 122-014
S1 121-215 121-215 122-023 121-262
S2 121-065 121-065 122-000
S3 120-140 120-290 121-298
S4 119-215 120-045 121-230
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 127-048 126-117 122-195
R3 125-033 124-102 122-015
R2 123-018 123-018 121-275
R1 122-087 122-087 121-215 122-212
PP 121-003 121-003 121-003 121-066
S1 120-072 120-072 121-095 120-198
S2 118-308 118-308 121-035
S3 116-293 118-057 120-295
S4 114-278 116-042 120-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-085 120-025 2-060 1.8% 0-239 0.6% 94% True False 1,075,912
10 122-085 119-240 2-165 2.1% 0-229 0.6% 95% True False 986,461
20 122-085 118-260 3-145 2.8% 0-251 0.6% 96% True False 1,043,553
40 122-085 116-050 6-035 5.0% 0-288 0.7% 98% True False 615,243
60 122-085 113-150 8-255 7.2% 0-242 0.6% 99% True False 410,561
80 122-085 113-150 8-255 7.2% 0-195 0.5% 99% True False 308,124
100 122-085 113-150 8-255 7.2% 0-156 0.4% 99% True False 246,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-054
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-166
2.618 124-086
1.618 123-161
1.000 123-010
0.618 122-236
HIGH 122-085
0.618 121-311
0.500 121-282
0.382 121-254
LOW 121-160
0.618 121-009
1.000 120-235
1.618 120-084
2.618 119-159
4.250 118-079
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 122-018 121-317
PP 121-310 121-268
S1 121-282 121-220

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

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