ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	122-155	122-115	-0-040	-0.1%	121-195
High	122-250	122-265	0-015	0.0%	123-010
Low	122-040	122-065	0-025	0.1%	121-160
Close	122-100	122-235	0-135	0.3%	122-100
Range	0-210	0-200	-0-010	-4.8%	1-170
ATR	0-242	0-239	-0-003	-1.2%	0-000
Volume	1,316,706	1,157,389	-159,317	-12.1%	5,781,191

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-148	124-072	123-025
R3	123-268	123-192	122-290
R2	123-068	123-068	122-272
R1	122-312	122-312	122-253	123-030
PP	122-188	122-188	122-188	122-208
S1	122-112	122-112	122-217	122-150
S2	121-308	121-308	122-198
S3	121-108	121-232	122-180
S4	120-228	121-032	122-125

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-280	126-040	123-050
R3	125-110	124-190	122-235
R2	123-260	123-260	122-190
R1	123-020	123-020	122-145	123-140
PP	122-090	122-090	122-090	122-150
S1	121-170	121-170	122-055	121-290
S2	120-240	120-240	122-010
S3	119-070	120-000	121-285
S4	117-220	118-150	121-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-010	122-035	0-295	0.8%	0-197	0.5%	68%	False	False	1,168,534
10	123-010	120-025	2-305	2.4%	0-218	0.6%	90%	False	False	1,122,223
20	123-010	119-235	3-095	2.7%	0-224	0.6%	91%	False	False	1,046,246
40	123-010	117-060	5-270	4.8%	0-260	0.7%	95%	False	False	760,276
60	123-010	114-230	8-100	6.8%	0-248	0.6%	96%	False	False	507,894
80	123-010	113-150	9-180	7.8%	0-206	0.5%	97%	False	False	381,140
100	123-010	113-150	9-180	7.8%	0-166	0.4%	97%	False	False	304,926

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-155
2.618	124-149
1.618	123-269
1.000	123-145
0.618	123-069
HIGH	122-265
0.618	122-189
0.500	122-165
0.382	122-141
LOW	122-065
0.618	121-261
1.000	121-185
1.618	121-061
2.618	120-181
4.250	119-175

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	122-212	122-218
PP	122-188	122-202
S1	122-165	122-185

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols