ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	119-050	119-230	0-180	0.5%	118-210
High	119-170	119-290	0-120	0.3%	119-170
Low	119-050	119-100	0-050	0.1%	118-100
Close	119-160	119-210	0-050	0.1%	119-160
Range	0-120	0-190	0-070	58.3%	1-070
ATR	0-188	0-189	0-000	0.1%	0-000
Volume	1	46	45	4,500.0%	100

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-130	121-040	119-314
R3	120-260	120-170	119-262
R2	120-070	120-070	119-245
R1	119-300	119-300	119-227	119-250
PP	119-200	119-200	119-200	119-175
S1	119-110	119-110	119-193	119-060
S2	119-010	119-010	119-175
S3	118-140	118-240	119-158
S4	117-270	118-050	119-106

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-247	122-113	120-054
R3	121-177	121-043	119-267
R2	120-107	120-107	119-232
R1	119-293	119-293	119-196	120-040
PP	119-037	119-037	119-037	119-070
S1	118-223	118-223	119-124	118-290
S2	117-287	117-287	119-088
S3	116-217	117-153	119-053
S4	115-147	116-083	118-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-290	118-100	1-190	1.3%	0-062	0.2%	84%	True	False	29
10	120-130	117-140	2-310	2.5%	0-067	0.2%	75%	False	False	34
20	120-130	116-070	4-060	3.5%	0-040	0.1%	82%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-138
2.618	121-147
1.618	120-277
1.000	120-160
0.618	120-087
HIGH	119-290
0.618	119-217
0.500	119-195
0.382	119-173
LOW	119-100
0.618	118-303
1.000	118-230
1.618	118-113
2.618	117-243
4.250	116-252

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	119-205	119-152
PP	119-200	119-093
S1	119-195	119-035

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