ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 118-080 118-155 0-075 0.2% 116-302
High 118-175 118-190 0-015 0.0% 118-015
Low 118-057 118-047 -0-010 0.0% 116-235
Close 118-137 118-112 -0-025 -0.1% 117-277
Range 0-118 0-143 0-025 21.2% 1-100
ATR 0-146 0-146 0-000 -0.2% 0-000
Volume 347,966 533,434 185,468 53.3% 2,206,580
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-225 119-152 118-191
R3 119-082 119-009 118-151
R2 118-259 118-259 118-138
R1 118-186 118-186 118-125 118-151
PP 118-116 118-116 118-116 118-099
S1 118-043 118-043 118-099 118-008
S2 117-293 117-293 118-086
S3 117-150 117-220 118-073
S4 117-007 117-077 118-033
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 121-156 120-316 118-188
R3 120-056 119-216 118-072
R2 118-276 118-276 118-034
R1 118-116 118-116 117-316 118-196
PP 117-176 117-176 117-176 117-216
S1 117-016 117-016 117-238 117-096
S2 116-076 116-076 117-200
S3 114-296 115-236 117-162
S4 113-196 114-136 117-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-190 117-200 0-310 0.8% 0-129 0.3% 75% True False 471,335
10 118-190 116-235 1-275 1.6% 0-132 0.3% 87% True False 432,925
20 118-190 116-020 2-170 2.1% 0-146 0.4% 90% True False 437,624
40 118-190 115-000 3-190 3.0% 0-163 0.4% 93% True False 289,312
60 118-190 113-030 5-160 4.6% 0-117 0.3% 96% True False 192,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-158
2.618 119-244
1.618 119-101
1.000 119-013
0.618 118-278
HIGH 118-190
0.618 118-135
0.500 118-118
0.382 118-102
LOW 118-047
0.618 117-279
1.000 117-224
1.618 117-136
2.618 116-313
4.250 116-079
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 118-118 118-099
PP 118-116 118-086
S1 118-114 118-074

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

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