ECBOT 5 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 118-092 118-115 0-023 0.1% 117-305
High 118-157 118-207 0-050 0.1% 118-190
Low 118-030 118-090 0-060 0.2% 117-277
Close 118-107 118-192 0-085 0.2% 118-107
Range 0-127 0-117 -0-010 -7.9% 0-233
ATR 0-142 0-140 -0-002 -1.3% 0-000
Volume 554,819 472,591 -82,228 -14.8% 2,448,337
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 119-194 119-150 118-256
R3 119-077 119-033 118-224
R2 118-280 118-280 118-213
R1 118-236 118-236 118-203 118-258
PP 118-163 118-163 118-163 118-174
S1 118-119 118-119 118-181 118-141
S2 118-046 118-046 118-171
S3 117-249 118-002 118-160
S4 117-132 117-205 118-128
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-144 120-038 118-235
R3 119-231 119-125 118-171
R2 118-318 118-318 118-150
R1 118-212 118-212 118-128 118-265
PP 118-085 118-085 118-085 118-111
S1 117-299 117-299 118-086 118-032
S2 117-172 117-172 118-064
S3 116-259 117-066 118-043
S4 116-026 116-153 117-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-207 118-030 0-177 0.5% 0-122 0.3% 92% True False 500,179
10 118-207 117-002 1-205 1.4% 0-128 0.3% 97% True False 484,797
20 118-207 116-200 2-007 1.7% 0-133 0.4% 98% True False 439,478
40 118-207 115-020 3-187 3.0% 0-155 0.4% 99% True False 329,490
60 118-207 113-190 5-017 4.3% 0-123 0.3% 99% True False 219,967
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-064
2.618 119-193
1.618 119-076
1.000 119-004
0.618 118-279
HIGH 118-207
0.618 118-162
0.500 118-148
0.382 118-135
LOW 118-090
0.618 118-018
1.000 117-293
1.618 117-221
2.618 117-104
4.250 116-233
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 118-178 118-168
PP 118-163 118-143
S1 118-148 118-118

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

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