ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	118-310	119-090	0-100	0.3%	119-230
High	118-310	119-220	0-230	0.6%	119-290
Low	118-310	119-090	0-100	0.3%	118-230
Close	118-310	119-200	0-210	0.6%	119-180
Range	0-000	0-130	0-130		1-060
ATR	0-165	0-169	0-005	2.8%	0-000
Volume	1	7	6	600.0%	124

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-240	120-190	119-272
R3	120-110	120-060	119-236
R2	119-300	119-300	119-224
R1	119-250	119-250	119-212	119-275
PP	119-170	119-170	119-170	119-182
S1	119-120	119-120	119-188	119-145
S2	119-040	119-040	119-176
S3	118-230	118-310	119-164
S4	118-100	118-180	119-128

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-307	122-143	120-069
R3	121-247	121-083	119-284
R2	120-187	120-187	119-250
R1	120-023	120-023	119-215	119-235
PP	119-127	119-127	119-127	119-072
S1	118-283	118-283	119-145	118-175
S2	118-067	118-067	119-110
S3	117-007	117-223	119-076
S4	115-267	116-163	118-291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-220	118-310	0-230	0.6%	0-026	0.1%	91%	True	False	8
10	119-290	118-230	1-060	1.0%	0-044	0.1%	76%	False	False	16
20	120-130	117-140	2-310	2.5%	0-046	0.1%	74%	False	False	23
40	120-130	113-050	7-080	6.1%	0-048	0.1%	89%	False	False	15

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-006
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	120-240
1.618	120-110
1.000	120-030
0.618	119-300
HIGH	119-220
0.618	119-170
0.500	119-155
0.382	119-140
LOW	119-090
0.618	119-010
1.000	118-280
1.618	118-200
2.618	118-070
4.250	117-178

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	119-185	119-168
PP	119-170	119-137
S1	119-155	119-105

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